Black-Scholes versus artificial neural networks in pricing FTSE 100 options
Sutcliffe, C. and Bennell, J. (2000) Black-Scholes versus artificial neural networks in pricing FTSE 100 options. Southampton, UK, University of Southampton (Discussion Papers in Accounting and Management Science, (00-156) ).
Download
Full text not available from this repository.
| Item Type: | Monograph (Working Paper) |
|---|---|
| ISSNs: | 1356-3548 (print) |
| Related URLs: | |
| Subjects: | H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management |
| Divisions: | University Structure - Pre August 2011 > School of Management |
| Item ID: | 35650 |
| Date Deposited: | 26 Jul 2006 |
| Last Modified: | 02 Mar 2012 13:29 |
| Contributors: | Sutcliffe, C. (Author) Bennell, J. (Author) |
| Date: | 2000 |
| Status: | Published |
| Publisher: | University of Southampton |
| URI: | http://eprints.soton.ac.uk/id/eprint/35650 |
Actions (login required)
 |
View Item |
