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Option Pricing Model Estimates: Some Empirical Results

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References

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1986Statistical tests of contingent-claims asset-pricing models

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64 cited

1997Improved Option Pricing Using Artificial Neural Networks and Bootstrap Methods59 cited

2007Skew Brownian Motion and Pricing European Options57 cited

1986The valuation of American call options and the expected ex-dividend stock price decline55 cited

2004Improving Option Pricing With the Product Constrained Hybrid Neural Network40 cited

2007A hybrid option pricing model using a neural network for estimating volatility25 cited