Neural Network Approximation of Option Pricing Formulas for Analytically Intractable Option Pricing Problems

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Reference

Hanke, M. (1997). Neural Network Approximation of Option Pricing Formulas for Analytically Intractable Option Pricing Problems. Journal of Computational Intelligence in Finance, 5(5), 20-27.

Publication type

Article in Scientific Journal

Persons

Organizational Units

  • Institute for Financial Services
  • Chair in Finance