Beyond Black–Scholes: A Neural Networks-Based Approach to Options Pricing (Q5696862)
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scientific article; zbMATH DE number 2216242
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Beyond Black–Scholes: A Neural Networks-Based Approach to Options Pricing |
scientific article; zbMATH DE number 2216242 |
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Beyond Black–Scholes: A Neural Networks-Based Approach to Options Pricing (English)
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19 October 2005
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artificial neural networks
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binomial trees
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Black-Scholes formulae
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bootstrap
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delta-hedging
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evolutionary programming
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genetic algorithms
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options pricing
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statistical arbitrage
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stochastic volatility
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wavelets
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