Pricing and trading European options by combining artificial neural networks and parametric models with implied parameters

Panayiotis Ch. Andreou, Chris Charalambous, Spiros H. Martzoukos. Pricing and trading European options by combining artificial neural networks and parametric models with implied parameters. European Journal of Operational Research, 185(3):1415-1433, 2008. [doi]

Abstract

Abstract is missing.