Black-Scholes versus artificial neural networks in pricing FTSE 100 options
| Year of publication: |
2004
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|---|---|
| Authors: | Bennell, Julia ; Sutcliffe, Charles |
| Published in: |
International journal of intelligent systems in accounting finance & management : IJSAFM. - Chichester : Wiley & Sons, ISSN 1055-615X, ZDB-ID 1108876x. - Vol. 12.2004, 4, p. 243-260
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