Panayiotis Ch. Andreou, Chris Charalambous, Spiros H. Martzoukos. European Option Pricing by Using the Support Vector Regression Approach. In Cesare Alippi, Marios M. Polycarpou, Christos Panayiotou, Georgios Ellinas, editors, Artificial Neural Networks - ICANN 2009, 19th International Conference, Limassol, Cyprus, September 14-17, 2009, Proceedings, Part I. Volume 5768 of Lecture Notes in Computer Science, pages 874-883, Springer, 2009. [doi]
Abstract is missing.