Full Text Available
Note: Clicking the button above will open the full text document at the original institutional repository in a new window.
Option pricing and machine learning: a comparison of black-scholes, bachelier, and artificial neural networks
Practitioners and academics alike have applied the Black-Scholes model (or derivatives thereof) when pricing options practically since the introduction of the model in 1973. The recent coronavirus pandemic and the oil futures price crash of April 2020 have caused major markets to briefly switch to t...
Saved in:
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
School of Management Studies
2023
|
| Subjects: | |
| Tags: |
No Tags, Be the first to tag this record!
|