Using neural network for forecasting TXO price under different volatility models

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

Generalized autoregressive conditional heteroskedasticity

Tim Bollerslev · Journal of Econometrics · 1986 · 22.3K citations · Full text

Business, Finance, Econometrics +11

A method for the solution of certain non-linear problems in least squares

Kenneth Levenberg · Quarterly of Applied Mathematics · 1944 · 12.2K citations · Full text

Computing, Mathematics, Algorithms +4

Option pricing: A simplified approach

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

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