Pricing and trading European options by combining artificial neural networks and parametric models with implied parameters

Article

Date

2008

Author

Andreou, Panayiotis C.
Charalambous, Chris

Martzoukos, Spiros H.

Source

European Journal of Operational Research

Volume

185

Pages

1415-1433

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Metadata

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DOI

10.1016/j.ejor.2005.03.081

URI

http://gnosis.library.ucy.ac.cy/handle/7/46658

Collections

Τμήμα Λογιστικής και Χρηματοοικονομικής / Department of Accounting and Finance [439]

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