QQ客服 官方微博 反馈留言

	Pricing options in Hong Kong market based on neural networks
	Liang, Xun ; Zhang, Haisheng ; Yang, Jian
	2006
英文摘要	Option pricing is one of the important issues in the financial industry and has been studied for decades. Many classical and successful pricing models have been presented to implement the pricing processing either by numerical computing or by simulation. In this paper, a new option pricing model based on a three-layer feedforward neural network is established to improve the pricing performance. The new model combines 4 traditional pricing models to obtain a better forecasting result based on learning and cutting down their forecasting errors. Numerical experiments are conducted on the data of Hong Kong option market from March 2005 to July 2005. The new model improves the pricing performance remarkably compared to the traditional option pricing models. ? Springer-Verlag Berlin Heidelberg 2006.; EI; 0
语种	英语
内容类型	其他
源URL	[http://ir.pku.edu.cn/handle/20.500.11897/321488]
专题	计算机科学技术研究所
推荐引用方式 GB/T 7714	Liang, Xun,Zhang, Haisheng,Yang, Jian. Pricing options in Hong Kong market based on neural networks. 2006-01-01.

个性服务

查看访问统计

相关权益政策

暂无数据

收藏/分享

除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。