Multi-criteria classification for pricing European options

DOI10.1515/snde-2014-0094OpenAlexW2341654111MaRDI QIDQ2691648

Nikola Gradojevic

Publication date: 30 March 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2014-0094

zbMATH Keywords

classificationneural networksoption pricingimplied volatilitynonparametric methods

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to actuarial sciences and financial mathematics (62P05) Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (1)

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Uses Software

• ASA

Cites Work

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