Work

Improved Option Pricing Using Artificial Neural Networks and Bootstrap Methods

Year: 1997

Type: article

Source: International Journal of Neural Systems

DOI: 10.1142/s0129065797000446

Authors: Paul R. Lajbcygier, Jerome T. Connor

Institutions: Monash University, London Business School

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2012687627

FWCI: 0.812

Cites: 48

Cited by: 59

Related to: 10