Generalized parameter functions for option pricing

The Pricing of Options and Corporate Liabilities

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

Business, Economics, Finance +13

Approximation by superpositions of a sigmoidal function

George Cybenko · Mathematics of Control Signals and Systems · 1989 · 13.7K citations

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Training feedforward networks with the Marquardt algorithm

Martin Hagan, Mohammad Bagher Menhaj · IEEE Transactions on Neural Networks · 1994 · 7.7K citations

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Empirical Performance of Alternative Option Pricing Models

Gurdip Bakshi, Charles Cao, Zhiwu Chen · The Journal of Finance · 1997 · 2.7K citations · Full text

Business, Finance, Financial Economics +16

Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options

David S. Bates · Review of Financial Studies · 1996 · 2.4K citations

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