1st Edition
Pricing Options with Futures-Style Margining A Genetic Adaptive Neural Network Approach
By Alan White
Copyright 2000
224 Pages
by
Routledge
224 Pages
by
Routledge
224 Pages
by
Routledge
Also available as eBook on:
This book examines the applicability of a relatively new and powerful tool, genetic adaptive neural networks, to the field of option valuation. A genetic adaptive neural network model is developed to price option contracts with futures-style margining. This model is capable of estimating complex, non-linear relationships without having prior knowledge of the specific nature of the relationships.... Read more
Chapter I Introduction; Chapter II Literature Review; Chapter III Methodology and Data; Chapter IV Results; Chapter V Conclusions and Suggestions for Future Research;
Biography
White, Alan
