Alternative Neural Network Approach for Option Pricing and Hedging

An Algorithm for Least-Squares Estimation of Nonlinear Parameters

Donald W. Marquardt · Journal of the Society for Industrial and Applied Mathematics · 1963 · 30.4K citations

Natural Sciences, Computational Engineering, Optimization +11

The Pricing of Options and Corporate Liabilities

Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations

Business, Economics, Finance +13

Multilayer feedforward networks are universal approximators

Kurt Hornik, Maxwell B. Stinchcombe, Halbert White · Neural Networks · 1989 · 21.2K citations

Computing, Computer Science, Mathematics +10

Numerical recipes in C

William H. Press, Saul A. Teukolsky, William T. Vetterling et al. · 1994 · 15.4K citations

Computing, Computer Science, Scientific Computing +3

Option pricing: A simplified approach

John C. Cox, Stephen A. Ross, Mark Rubinstein · Journal of Financial Economics · 1979 · 6.2K citations

Business, Economics, Finance +13