Option pricing

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Author(s)
Mostafa, F
Dillon, T
Chang, E
Griffith University Author(s)
Chang, Elizabeth
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2017
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Abstract

In Sect 7.1, we review several methods for option pricing in research. Specifically, in Sect 7.1.5, we review Neural Net Methods for options pricing; the strengths and weaknesses of each of the applied methods is discussed.

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Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk

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1st

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697

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10.1007/978-3-319-51668-4_7
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Subject

Control engineering, mechatronics and robotics

Artificial intelligence

Machine learning

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http://hdl.handle.net/10072/423823
Citation

Mostafa, F; Dillon, T; Chang, E, Option pricing, Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk, 2017, 697, pp. 113-135

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