Black-Scholes versus artificial neural networks in pricing FTSE 100 options
Black-Scholes versus artificial neural networks in pricing FTSE 100 options
University of Southampton
Sutcliffe, C.
95f94790-b30c-428a-b1d4-4fc9d1555dfe
Bennell, J.
38d924bc-c870-4641-9448-1ac8dd663a30
2000
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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