Concepedia

Pricing financial derivatives with neural networks

Marco J. Morelli, G. Montagna, O. Nicrosini, Michele Treccani, Marco Farina, P. Amato

Physica A Statistical Mechanics and its Applications · 2004 · 36 citations · 9 references

Open access

Concepts

BusinessFinanceMathematicsDerivativesFinancial EconomicsMachine LearningAsset Pricing TheoryDeep LearningDerivative PricingDerivatives MarketsFinancial MathematicsNeural NetworksConvolutional Neural NetworksCredit Derivative PricingDeep Learning-based Price ForecastingLearning-based PricingMachine Learning Valuation Models

References

9

The Pricing of Options and Corporate Liabilities

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

Business, Economics, Finance +13

Neural networks for pattern recognition

Choice Reviews Online · 1994 · 18.7K citations

Computing, Computer Science, Computer Vision +13

“Options, Futures, and Other Derivatives”

AMBER – ABBS Management Business and Entrepreneurship Review · 2016 · 5.2K citations · Full text

Business, Economics, Finance +11

A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks

James M. Hutchinson, Andrew W. Lo, Tomaso Poggio · The Journal of Finance · 1994 · 157 citations

Business, Economics, Finance +17

A PATH INTEGRAL APPROACH TO DERIVATIVE SECURITY PRICING I: FORMALISM AND ANALYTICAL RESULTS

ELEONORA BENNATI, M. Rosa-Clot, Stefano Taddei · International Journal of Theoretical and Applied Finance · 1999 · 55 citations

Business, Economics, Finance +17