Work

A Pragmatical Option Pricing Method Combining Black-Scholes Formula, Time Series Analysis and Artificial Neural Network

Year: 2013

Type: conference-paper

Source: International Conference on Computational Intelligence and Security (CIS)

DOI: 10.1109/cis.2013.38

Authors: Kai Liu, Xiao Wang

Institution: Xiamen University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2076237985

FWCI:

Cites: 14

Cited by: 2

Related to: 10