A hybrid option pricing model using a neural network for estimating volatility

Sunisa Amornwattana, David Enke, Cihan H. Dagli. A hybrid option pricing model using a neural network for estimating volatility. Int. J. General Systems, 36(5):558-573, 2007. [doi]

Authors

Sunisa Amornwattana

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David Enke

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Cihan H. Dagli

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