Neural networks approach to pricing options

Neural Network World

Volumn 10, Issue 1, 2000, Pages 271-277

  Ghaziri, H ^a   Elfakhani, S ^a   Assi, J ^a  

^a AMERICAN UNIVERSITY OF BEIRUT   (Lebanon)

Author keywords

[No Author keywords available]

Indexed keywords

COSTS; FEEDFORWARD NEURAL NETWORKS; FINANCIAL DATA PROCESSING; FUZZY SETS; INDUSTRIAL ECONOMICS; MATHEMATICAL MODELS;

BLACK-SCOLES MODEL; OPTION PRICING;

MULTILAYER NEURAL NETWORKS;

EID: 0033748642     PISSN: 12100552     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (14)