Bibliography
Research Report
Neural Networks as Semiparametric Option Pricing Tool
,
: ÚTIA AV ČR, (Praha 2009)
: Research Report 2266
: CEZ:AV0Z10750506
: GA402/09/0965, GA ČR, GD402/09/H045, GA ČR
: option valuation, neural network, S&P 500 index options
(eng): We study the ability of artificial neural networks to price the European style call and put options on the S&P 500 index.
(cze): Studie schopnosti neuronových sítí odcenit call a put opce na index S&P 500.
: AH