DocumentCode
770919
Title
Computational methods in finance: option pricing
Author
Barucci, Emilio ; Landi, Leonardo ; Cherubini, Umberto
Author_Institution
Dept. of Math., Firenze Univ., Italy
Volume
3
Issue
1
fYear
1996
Firstpage
66
Lastpage
80
Abstract
Many computational methods familiar to scientists and engineers are now heavily used in today´s financial markets. This survey looks at the history and the state of the art for one branch of computational finance, and explains why neural networks show special promise in setting correct prices for options
Keywords
commodity trading; financial data processing; history; neural nets; reviews; computational finance; computational methods; correct price setting; financial markets; history; neural networks; option pricing; state of the art; Buildings; Closed-form solution; Design engineering; Diffusion processes; Finance; Gold; Partial differential equations; Pricing; Stochastic processes; Terminology;
fLanguage
English
Journal_Title
Computational Science & Engineering, IEEE
Publisher
ieee
ISSN
1070-9924
Type
jour
DOI
10.1109/99.486762
Filename
486762
Link To Document