Modelling option prices using neural networks

An efficient procedure is proposed to evaluate option prices using neural networks. The method considers alternatives to the procedures suggested by Hutchinson, Lo and Poggio in the Journal of Finance of 1994

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Year of publication:	2006-07-04
Authors:	Hoogerheide, L.F. ; Dijk, H.K. van
Institutions:	Society for Computational Economics - SCE
Subject:	options \| neural networks

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Series:	Computing in Economics and Finance 2006.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series Computing in Economics and Finance 2006 Number 78
Classification:	G12 - Asset Pricing ; C45 - Neural Networks and Related Topics
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005706201