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A neural network model for estimating option prices
13 references·8 citing·38 second hop
A neural network model for estimating option prices (1993)A neural network model for estimating opt…Neural Networks: A New Tool for Predicting Thrift Failures* (1992)Neural Networks: A New Tool f…Managerial Applications of Neural Networks: The Case of Bank Failure Predictions (1992)Managerial Applications of Ne…Predicting sunspots and exchange rates with connectionist networks (1991)Predicting sunspots and excha…Pricing European Currency Options: A Comparison of the Modified Black- Scholes Model and a Random Variance Model (1989)Pricing European Currency Opt…Bond rating: a nonconservative application of neural networks (1988)Bond rating: a nonconservativ…Bond rating: A non-conservative application of neural networks (1988)Bond rating: A non-conservati…Stochastic Methods in Economics and Finance. (1984)Stochastic Methods in Economi…Stochastic Methods in Economics and Finance. (1983)Stochastic Methods in Economi…An Empirical Examination of the Black-Scholes Call Option Pricing Model (1979)An Empirical Examination of t…The information content of option prices and a test of market efficiency (1978)The information content of op…The Predictive Sample Reuse Method with Applications (1975)The Predictive Sample Reuse M…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…The Handbook of Social Psychology (1969)The Handbook of Social Psycho…Predictive Learning Methods to Price European Options Using Ensemble Model and Multi-asset Data (2023)Predictive Learning Methods t…Time-sequencing European options and pricing with deep learning – Analyzing based on interpretable ALE method (2021)Time-sequencing European opti…Hedging With Linear Regressions and Neural Networks (2021)Hedging With Linear Regressio…Gated Neural Networks for Option Pricing: Rationality by Design (2017)Gated Neural Networks for Opt…Improving Option Pricing With the Product Constrained Hybrid Neural Network (2004)Improving Option Pricing With…Black–Scholes versus artificial neural networks in pricing FTSE 100 options (2004)Black–Scholes versus artifici…Improving the pricing of options: a neural network approach (1998)Improving the pricing of opti…Using neural networks to forecast the S&P 100 implied volatility (1996)Using neural networks to fore…Limited-dependent and qualitative variables in econometrics (1983)How effective are neural networks at forecasting and prediction? 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this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1969The Handbook of Social Psychology12,518 cited
  • 1975The Predictive Sample Reuse Method with Applications2,746 cited
  • 1992Managerial Applications of Neural Networks: The Case of Bank Failure Predictions1,121 cited
  • 1992Neural Networks: A New Tool for Predicting Thrift Failures*533 cited
  • 1978The information content of option prices and a test of market efficiency485 cited
  • 1979An Empirical Examination of the Black-Scholes Call Option Pricing Model446 cited
  • 1984Stochastic Methods in Economics and Finance.313 cited
  • 1989Pricing European Currency Options: A Comparison of the Modified Black- Scholes Model and a Random Variance Model289 cited
  • 1988Bond rating: A non-conservative application of neural networks268 cited
  • 1983Stochastic Methods in Economics and Finance.262 cited
  • 1991Predicting sunspots and exchange rates with connectionist networks216 cited
  • 1988Bond rating: a nonconservative application of neural networks213 cited

Cited by

  • 1998Improving the pricing of options: a neural network approach97 cited
  • 2004Black–Scholes versus artificial neural networks in pricing FTSE 100 options

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82 cited
  • 1996Using neural networks to forecast the S&P 100 implied volatility70 cited
  • 2021Time-sequencing European options and pricing with deep learning – Analyzing based on interpretable ALE method44 cited
  • 2023Predictive Learning Methods to Price European Options Using Ensemble Model and Multi-asset Data43 cited
  • 2004Improving Option Pricing With the Product Constrained Hybrid Neural Network40 cited
  • 2017Gated Neural Networks for Option Pricing: Rationality by Design35 cited
  • 2021Hedging With Linear Regressions and Neural Networks35 cited