Improving option pricing with the product constrained hybrid neural network

IEEE Transactions on Neural Networks

Volumn 15, Issue 2, 2004, Pages 465-476

  Lajbcygier, Paul ^a  

^a MONASH UNIVERSITY   (Australia)

Author keywords

Bias; Boundary conditions; Hybrid; Neural network; Option pricing

Indexed keywords

APPROXIMATION THEORY; BOUNDARY CONDITIONS; CONSTRAINT THEORY; PROBLEM SOLVING; RANDOM PROCESSES; REGRESSION ANALYSIS;

GENERAL NONPARAMETRIC MODELS; HYBRID NEURAL NETWORKS; OPTION PRICING; STOCHASTIC STANDARD DEVIATION MODELS;

NEURAL NETWORKS;

ARTICLE; ARTIFICIAL NEURAL NETWORK; STATISTICAL MODEL;

MODELS, ECONOMIC; NEURAL NETWORKS (COMPUTER);

EID: 2442664179     PISSN: 10459227     EISSN: None     Source Type: Journal    
DOI: 10.1109/TNN.2004.824265     Document Type: Article

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