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Pricing and trading European options by combining artificial neural networks and parametric models with implied parameters

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  • Andreou, Panayiotis C.
  • Charalambous, Chris
  • Martzoukos, Spiros H.

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  • Andreou, Panayiotis C. & Charalambous, Chris & Martzoukos, Spiros H., 2008. "Pricing and trading European options by combining artificial neural networks and parametric models with implied parameters," European Journal of Operational Research, Elsevier, vol. 185(3), pages 1415-1433, March.
    • Handle: RePEc:eee:ejores:v:185:y:2008:i:3:p:1415-1433
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    5. Galai, Dan, 1977. "Tests of Market Efficiency of the Chicago Board Options Exchange," The Journal of Business, University of Chicago Press, vol. 50(2), pages 167-197, April.
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