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

back to overview

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

Refereed Journal Article

Persons

Organizational Units

  • Institute for Financial Services
  • Chair in Finance