SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Fuzzy Option Pricing Using a Novel Data-Driven Feed Forward Neural Network Volatility Model
13 references·0 citing·38 second hop
Fuzzy Option Pricing Using a Novel Data-Driven Feed Forward Neural Network Volatility Model (2019)Fuzzy Option Pricing Using a Novel Data-D…Hybrid Deep Learning Model for Stock Price Prediction (2018)Hybrid Deep Learning Model fo…Computational Finance: An Introductory Course with R (2014)Computational Finance: An Int…Computational Finance (2014)Computational FinanceStatistical Methods for Financial Engineering (2013)Statistical Methods for Finan…Asset Price Dynamics, Volatility, and Prediction (2011)Asset Price Dynamics, Volatil…A GARCH Option Pricing Model with Filtered Historical Simulation (2008)A GARCH Option Pricing Model …GARCH option pricing: A semiparametric approach (2007)GARCH option pricing: A semip…Asset Price Dynamics, Volatility, and Prediction (2007)Asset Price Dynamics, Volatil…Monte Carlo simulation and finance (2005)Monte Carlo simulation and fi…A fuzzy approach to real option valuation (2003)A fuzzy approach to real opti…A Closed-Form GARCH Option Valuation Model (2000)A Closed-Form GARCH Option Va…A Closed-Form GARCH Option Pricing Model (1998)A Closed-Form GARCH Option Pr…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Fuzzy sets (1965)Fuzzy sets (1996)A fuzzy approach to R&D project portfolio selection (2006)A Fuzzy Pay-Off Method for Real Option Valuation (2009)A real option model for renewable energy policy evaluation with application to solar PV power generation in China (2014)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Theory of rational option pricing (2005)Generalized autoregressive conditional heteroskedasticity (1986)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)American option pricing under GARCH by a Markov chain approximation (2001)Option Valuation with Conditional Heteroskedasticity and Nonnormality (2009)Lévy Jump Risk: Evidence from Options and Returns (2011)A dynamic artificial neural network model for forecasting time series events (2004)Using artificial neural network models in stock market index prediction (2011)Artificial Neural Networks architectures for stock price prediction: comparisons and applications (2016)Stock Market Analysis: A Review and Taxonomy of Prediction Techniques (2019)A Survey of Forex and Stock Price Prediction Using Deep Learning (2021)Applications of deep learning in stock market prediction: Recent progress (2021)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Delta-Hedged Gains and the Negative Market Volatility Risk Premium (2003)The Shape and Term Structure of the Index Option Smirk: Why Multifactor Stochastic Volatility Models Work So Well (2009)Parametric and Nonparametric Volatility Measurement (2010)Agent-based economic models and econometrics (2012)Online portfolio selection (2014)Risk Everywhere: Modeling and Managing Volatility (2018)The information content of implied volatilities and model-free volatility expectations: Evidence from options written on individual stocks (2009)Fractal dynamics and wavelet analysis: Deep volatility and return properties of Bitcoin, Ethereum and Ripple (2019)Dynamic jump intensities and risk premiums: Evidence from S&P500 returns and options (2012)Capturing Option Anomalies with a Variance-Dependent Pricing Kernel (2013)Statistics and Quantitative Risk Management for Banking and Insurance (2014)Expectiles, Omega Ratios and Stochastic Ordering (2016)Single-index copulas (2017)Variance-Gamma and Monte Carlo (2007)Radial basis functions with application to finance: American put option under jump diffusion (2011)A fuzzy stochastic multi-criteria model for the selection of urban pervious pavements (2014)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 2000A Closed-Form GARCH Option Valuation Model1,001 cited
  • 2011Asset Price Dynamics, Volatility, and Prediction358 cited
  • 2008A GARCH Option Pricing Model with Filtered Historical Simulation283 cited
  • 2003A fuzzy approach to real option valuation236 cited
  • 1998A Closed-Form GARCH Option Pricing Model157 cited
  • 2018Hybrid Deep Learning Model for Stock Price Prediction136 cited
  • 2005Monte Carlo simulation and finance129 cited
  • 2007Asset Price Dynamics, Volatility, and Prediction118 cited
  • 2013Statistical Methods for Financial Engineering83 cited
  • 2007GARCH option pricing: A semiparametric approach44 cited
  • 2014Computational Finance23 cited
  • 2014Computational Finance: An Introductory Course with R23 cited

Cited by

No citing works inside the corpus for this window.

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work