Pricing and trading European options by combining artificial neural networks and parametric models with implied parameters
| Year of publication: |
2008
|
|---|---|
| Authors: | Andreou, Panayiotis C. ; Charalambous, Chris ; Martzoukos, Spiros H. |
| Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 185.2008, 3, p. 1415-1433
|
| Publisher: |
Elsevier |