The value of options for time charterparty extension : an artificial neural networks (ANN) approach
Heesung Yun, Sangseop Lim and Kihwan Lee
| Year of publication: |
January-March 2018
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| Authors: | Yun, Heesung ; Lim, Sangseop ; Lee, Kihwan |
| Published in: |
Maritime policy and management : MPM. - London : Taylor & Francis, ISSN 0308-8839, ZDB-ID 750606-5. - Vol. 45.2018, 1/2, p. 197-210
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| Subject: | Time charter extension option | Black-Scholes option pricing model | artificial neural networks | ANN | efficient market hypothesis | Neuronale Netze | Neural networks | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Effizienzmarkthypothese | Efficient market hypothesis | Optionsgeschäft | Option trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03088839.2017.1392630 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011879754