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

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

• Prof. Dr. Michael Hanke

Organizational Units

• Institute for Financial Services
• Chair in Finance