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]

Authors

Panayiotis Ch. Andreou

This author has not been identified. Look up 'Panayiotis Ch. Andreou' in Google

Chris Charalambous

This author has not been identified. Look up 'Chris Charalambous' in Google

Spiros H. Martzoukos

This author has not been identified. Look up 'Spiros H. Martzoukos' in Google