Artificial Neural Network Enhanced Parametric Option Pricing
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KeywordsOption pricing; implied volatilities; implied parameters; artificial neural networks; optimization;
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-07-15 (All new papers)
- NEP-CFN-2006-07-15 (Corporate Finance)
- NEP-CMP-2006-07-15 (Computational Economics)
- NEP-ETS-2006-07-15 (Econometric Time Series)
- NEP-FIN-2006-07-15 (Finance)
- NEP-MIC-2006-07-15 (Microeconomics)
- NEP-SOC-2006-07-15 (Social Norms & Social Capital)
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