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"Pricing and trading European options by combining artificial neural ..."

Panayiotis Ch. Andreou, Chris Charalambous, Spiros H. Martzoukos (2008)

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DOI: 10.1016/J.EJOR.2005.03.081

access: closed

type: Journal Article

metadata version: 2020-02-21

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  - journals/eor/AndreouCM08
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  - https://dblp.org/rec/journals/eor/AndreouCM08
Panayiotis Ch. Andreou, Chris Charalambous, Spiros H. Martzoukos:
Pricing and trading European options by combining artificial neural networks and parametric models with implied parameters. Eur. J. Oper. Res. 185(3): 1415-1433 (2008)

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