Black-Scholes Versus Neural Networks in Pricing FTSE 100 Options
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- Gradojevic Nikola, 2016.
"Multi-criteria classification for pricing European options,"
Studies in Nonlinear Dynamics & Econometrics,
De Gruyter, vol. 20(2), pages 123-139, April.
- Nikola Gradojevic, 2015. "Multi-criteria Classification for Pricing European Options," Working Paper series 15-13, Rimini Centre for Economic Analysis.
- repec:spr:qualqt:v:51:y:2017:i:5:d:10.1007_s11135-016-0375-5 is not listed on IDEAS
- Andreas Karathanasopoulos, 2016. "Modelling and trading the English stock market with novelty optimization techniques," Economics and Business Letters, Oviedo University Press, vol. 5(2), pages 50-57.
- Yongxin Yang & Yu Zheng & Timothy M. Hospedales, 2016. "Gated Neural Networks for Option Pricing: Rationality by Design," Papers 1609.07472, arXiv.org, revised Nov 2016.
More about this item
KeywordsPERFORMANCE ; DIVIDENDS ; INDEXES;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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