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...
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| Muut tekijät: | , , , |
| Aineistotyyppi: | Pro gradu |
| Kieli: | eng |
| Julkaistu: |
2024
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| Aiheet: | |
| Linkit: | https://jyx.jyu.fi/handle/123456789/94711 |