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Robust Artificial Neural Networks for Pricing of European Options · Study

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ArticleRobust Artificial Neural Networks for Pricing of European Options

Panayiotis C. Andreou2006

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Articlegreen2006

Robust Artificial Neural Networks for Pricing of European Options

Panayiotis C. Andreou · Christakis Charalambous · Spiros Harilaos Spiridon Martzoukos

28 citations·0/0 files stored·Computational Economics

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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 1997Empirical Performance of Alternative Option Pricing Models 2006Analysis of Financial Time Series 1996Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options 1998Implied Volatility Functions: Empirical Tests 1975Fact and Fantasy in the Use of Options 2002Analysis of Financial Time Series 1991The Crash of ʼ87: Was It Expected? The Evidence from Options Markets

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2011An Investigation into the Use of Intelligent Systems for Currency Trading 2014Real‐Time Pricing and Hedging of Options on Currency Futures with Artificial Neural Networks 2012PRICING AND HEDGING SHORT STERLING OPTIONS USING NEURAL NETWORKS

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2006Pricing and trading European options by combining artificial neural networks and parametric models with implied parametersarticle · 19 shared references 2001Efficiency Tests of the French Index (CAC 40) Options Marketpreprint · 13 shared references 2010The Econometrics of Option Pricingchapter · 12 shared references 2009Generalized parameter functions for option pricingarticle · 12 shared references 2013Forecasting with Option-Implied Informationchapter · 11 shared references 199520 Testing option pricing modelschapter · 10 shared references

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Year2006

Typearticle

Published2006-05-11

VenueComputational Economics

ISSN-L0927-7099

Languageen

Citations28

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/s10614-006-9030-x

openalex_workW2133363178

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