Option pricing and trading with artificial neural networks and advanced parametric models with implied parameters

IEEE International Conference on Neural Networks - Conference Proceedings

Volumn 4, Issue , 2004, Pages 2741-2746

  Panayiotis, Andreou C ^a   Spiros, Martzoukos H ^a   Chris, Charalambous ^a  

^a UNIVERSITY OF CYPRUS   (Cyprus)

Author keywords

[No Author keywords available]

Indexed keywords

BROWNIAN MOTION PROCESS (GBM); MEAN SQUARE ERROR (MSE); SCHOLES DIFFUSION;

ALGORITHMS; COMPUTER SIMULATION; FINANCIAL DATA PROCESSING; MATHEMATICAL MODELS; OPTIMIZATION; RANDOM PROCESSES;

NEURAL NETWORKS;

EID: 10944223517     PISSN: 10987576     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/IJCNN.2004.1381086     Document Type: Conference Paper

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