"A hybrid option pricing model using a neural network for estimating ..."

Sunisa Amornwattana, David Enke, Cihan H. Dagli (2007)

> Home

Details and statistics

DOI: 10.1080/03081070701210303

access: closed

type: Journal Article

metadata version: 2020-08-20

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/ijgs/AmornwattanaED07
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/ijgs/AmornwattanaED07
Sunisa Amornwattana, David Enke, Cihan H. Dagli:
A hybrid option pricing model using a neural network for estimating volatility. Int. J. Gen. Syst. 36(5): 558-573 (2007)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.