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Black–Scholes versus artificial neural networks in pricing FTSE 100 options

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References

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1998

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Improving the pricing of options: a neural network approach

97 cited

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2023Predictive Learning Methods to Price European Options Using Ensemble Model and Multi-asset Data43 cited
2007Model Risk for European-Style Stock Index Options41 cited
2017Gated Neural Networks for Option Pricing: Rationality by Design35 cited