Zobrazeno 1 - 1
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pro vyhledávání: '"Maryam Noorani"'
Autor:
Farshid Mehrdoust, Maryam Noorani
Publikováno v:
Mathematics and Modeling in Finance, Vol 4, Iss 1, Pp 67-82 (2024)
This study suggests a novel approach for calibrating European option pricing model by a hybrid model based on the optimized artificial neural network and Black-Scholes model. In this model, the inputs of the artificial neural network a
Externí odkaz:
https://doaj.org/article/e05692fb58e74d93ad9aadcfa6b0a4a8
