Similar Items: Option pricing and machine learning: a comparison of black-scholes, bachelier, and artificial neural networks
- An investigation into the use of the Black-Scholes model for pricing long term options, for the purpose of costing maturity guarantees
- Stock Option Valuations and Constraint Enforcement Using Neural Networks
- The Black-Scholes model and the pricing of stock options in South Africa
- KVA in Black Scholes Pricing
- An examination of kurtosis of lognormality in the Black-Scholes option pricing formula in the South African warrants market
- Analysis of fertility estimates in Zimbabwe : A comparison of the census and DHS data
Author: Kruger, Ryan
- Considering the steps that could be taken by formal financial service providers to ensure increased access, by low-income individuals, to bank accounts, and to extended financial services, products and initiatives.
- Banking regulation: a Bayesian network approach to risk management
- Islamic finance: a low risk, value-adding alternative
- Predicting financial distress of JSE-Listed companies using Bayesian networks
- Analysis of non-synchronous trading effects on the pricing of Exchange Traded Products: an empirical analysis of the effects on ETP price volatility that result when the ETP instrument is listed on an exchange that is in a different time zone to that of the underlying securities basket
- Risk Management in South Africa Before, During, and After the 2008 Global Financial Crisis: An Application to Different Sectors
Author: Gross, Eden
- Banking regulation: a Bayesian network approach to risk management
- Risk Management in South Africa Before, During, and After the 2008 Global Financial Crisis: An Application to Different Sectors
- Banking regulation: a bayesian network approach to risk management
- Option pricing and machine learning: a comparison of black-scholes, bachelier, and artificial neural networks