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]
@article{AmornwattanaED07,
title = {A hybrid option pricing model using a neural network for estimating volatility},
author = {Sunisa Amornwattana and David Enke and Cihan H. Dagli},
year = {2007},
doi = {10.1080/03081070701210303},
url = {http://dx.doi.org/10.1080/03081070701210303},
researchr = {https://researchr.org/publication/AmornwattanaED07},
cites = {0},
citedby = {0},
journal = {Int. J. General Systems},
volume = {36},
number = {5},
pages = {558-573},
}