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Beyond Black–Scholes: A Neural Networks-Based Approach to Options Pricing - MaRDI portal

Beyond Black–Scholes: A Neural Networks-Based Approach to Options Pricing

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Publication:5696862

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DOI10.1142/S0219024903002006zbMath1079.91046MaRDI QIDQ5696862

Christopher A. Zapart

Publication date: 19 October 2005

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

zbMATH Keywords

wavelets bootstrap stochastic volatility genetic algorithms artificial neural networks evolutionary programming delta-hedging binomial trees statistical arbitrage options pricing Black-Scholes formulae

Mathematics Subject Classification ID

Cites Work

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