JOURNAL ARTICLE
Barrier option pricing: modelling with neural nets
Liangbin XuMaurice DixonBrian A. EalesFenglin CaiB.J. ReadJerome Healy
Year: 2004 Journal: Physica A Statistical Mechanics and its Applications Vol: 344 (1-2)Pages: 289-293 Publisher: Elsevier BV
Keywords:
Artificial neural network Barrier option Set (abstract data type) Valuation of options Econometrics Data set Computer science Actuarial science Economics Artificial intelligence
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9
Cited By
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FWCI (Field Weighted Citation Impact)
8
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0.17
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Citation History
Topics
Stochastic processes and financial applications
Social Sciences → Economics, Econometrics and Finance → Finance
Capital Investment and Risk Analysis
Social Sciences → Economics, Econometrics and Finance → Finance
Financial Markets and Investment Strategies
Social Sciences → Economics, Econometrics and Finance → Finance
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