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Black-Scholes versus artificial neural networks in pricing FTSE 100 options

Black-Scholes versus artificial neural networks in pricing FTSE 100 options
Black-Scholes versus artificial neural networks in pricing FTSE 100 options
1356-3548
00-156
University of Southampton
Sutcliffe, C.
95f94790-b30c-428a-b1d4-4fc9d1555dfe
Bennell, J.
38d924bc-c870-4641-9448-1ac8dd663a30
Sutcliffe, C.
95f94790-b30c-428a-b1d4-4fc9d1555dfe
Bennell, J.
38d924bc-c870-4641-9448-1ac8dd663a30

Sutcliffe, C. and Bennell, J. (2000) Black-Scholes versus artificial neural networks in pricing FTSE 100 options (Discussion Papers in Accounting and Management Science, 00-156) Southampton, UK. University of Southampton

Record type: Monograph (Working Paper)

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Published date: 2000

Identifiers

Local EPrints ID: 35650
URI: http://eprints.soton.ac.uk/id/eprint/35650
ISSN: 1356-3548
PURE UUID: c4c3b21b-3634-4eb9-b517-f0ad854f3c0c

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Date deposited: 26 Jul 2006
Last modified: 11 Dec 2021 15:29

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Contributors

Author: C. Sutcliffe
Author: J. Bennell

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