Quantitative comparison of option pricing models: neural networks vs. stochastic models
This study presents a quantitative comparison of three different option pricing models. The emphasis is on the quite recent artificial neural network model, which is compared to the Monte Carlo simulation and the Black-Scholes-Merton pricing model. The financial markets' complexity demands incr...
| Main Author: | |
|---|---|
| Other Authors: | , , , |
| Format: | Master's thesis |
| Language: | eng |
| Published: |
2024
|
| Subjects: | |
| Online Access: | https://jyx.jyu.fi/handle/123456789/94711 |