在写毕业论文的时候,费了好长时间才搜集的英文文献,主要是关于神经网络方法在期权定价中的应用的国外文献,自己看的时候感觉还不错,分享给各位:
1:ARTIFICIAL NEURAL NETWORKS APPLIED TO OPTION PRICING
2:Artificial neural network model of the hyb
3:Robust Artificial Neural Networks for Pricing
4:Alternative Neural Network Approach for Option Pricing and Hedging
5:Quantum Neural Computation for Option Price Modelling
6:Valuation of S&P CNX Nifty Options: Comparison of Black-Scholes and Hybrid ANN Model
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等共17篇不一一列举了!