A Pragmatical Option Pricing Method Combining Black-Scholes Formula, Time Series Analysis and Artificial Neural Network

Kai Liu, Xiao Wang. A Pragmatical Option Pricing Method Combining Black-Scholes Formula, Time Series Analysis and Artificial Neural Network. In Ninth International Conference on Computational Intelligence and Security, CIS 2013, Emei Mountain, Sichan Province, China, December 14-15, 2013. pages 149-153, IEEE, 2013. [doi]

Abstract

Abstract is missing.