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A neural network model for estimating option prices · Study

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ArticleA neural network model for estimating option prices

Mary E. Malliaris1993

Article1993

A neural network model for estimating option prices

Mary E. Malliaris · Linda M. Salchenberger

136 citations·0/0 files stored·Applied Intelligence

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Stochastic processes and financial applications Neural Networks and Applications Stock Market Forecasting Methods

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References

1973The Pricing of Options and Corporate Liabilities 1969The Handbook of Social Psychology 1975The Predictive Sample Reuse Method with Applications 1992Managerial Applications of Neural Networks: The Case of Bank Failure Predictions 1992Neural Networks: A New Tool for Predicting Thrift Failures*1978The information content of option prices and a test of market efficiency 1979An Empirical Examination of the Black-Scholes Call Option Pricing Model 1984Stochastic Methods in Economics and Finance.

Cited by

1998Improving the pricing of options: a neural network approach 2004Black–Scholes versus artificial neural networks in pricing FTSE 100 options 1996Using neural networks to forecast the S&P 100 implied volatility 2021Time-sequencing European options and pricing with deep learning – Analyzing based on interpretable ALE method 2023Predictive Learning Methods to Price European Options Using Ensemble Model and Multi-asset Data 2004

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Details

Year1993

Typearticle

Published1993-09-01

VenueApplied Intelligence

ISSN-L0924-669X

Languageen

Citations136

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/bf00871937

openalex_workW2058076138

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Improving Option Pricing With the Product Constrained Hybrid Neural Network

2021Hedging With Linear Regressions and Neural Networks

2017Gated Neural Networks for Option Pricing: Rationality by Design