مرکز منطقه ای اطلاع رساني علوم و فناوري - Pricing and trading European options by combining artificial neural networks and parametric models with implied parameters

Title of article :

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

Author/Authors :

Panayiotis C. Andreou، نويسنده , , Chris Charalambous، نويسنده , , Spiros H. Martzoukos، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2008

Pages :

From page :

1415

To page :

1433

Keywords :

finance , Empirical option pricing , Neural networks

Journal title :

European Journal of Operational Research

Serial Year :

2008

Journal title :

European Journal of Operational Research

Record number :

217388

Link To Document :