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Pricing financial derivatives with neural networks

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References

1973The Pricing of Options and Corporate Liabilities29,064 cited
1973Theory of Rational Option Pricing8,060 cited
2016“Options, Futures, and Other Derivatives”5,007 cited
2003Options, Futures and Other Derivatives3,864 cited
1994A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks156 cited
1999A PATH INTEGRAL APPROACH TO DERIVATIVE SECURITY PRICING I: FORMALISM AND ANALYTICAL RESULTS54 cited

Cited by

2005American option pricing using multi-layer perceptron and support vector machine22 cited
2020Deep Learning Based Hybrid Computational Intelligence Models for Options Pricing21 cited
2012PRICING AND HEDGING SHORT STERLING OPTIONS USING NEURAL NETWORKS20 cited

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