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Neural Networks vs. Black/Scholes: An Empirical Comparison of Two Fundamentally Different Option Pricing Methods

Reference

Hanke, M. (1999). Neural Networks vs. Black/Scholes: An Empirical Comparison of Two Fundamentally Different Option Pricing Methods. Journal of Computational Intelligence in Finance, 7(1), 26-34.

Publication type

Refereed Journal Article

Persons

Organizational Units

  • Institute for Financial Services
  • Chair in Finance