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Option Pricing

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Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk

Part of the book series: Studies in Computational Intelligence ((SCI,volume 697))

Abstract

In Sect. 7.1, we review several methods for option pricing in research. Specifically, in Sect. 7.1.5, we review Neural Net Methods for options pricing; the strengths and weaknesses of each of the applied methods is discussed.

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Authors and Affiliations

  1. Department of Computer Science and Computer Engineering, La Trobe University, Bundoora, Victoria, Australia

    Fahed Mostafa & Tharam Dillon

  2. School of Business, University of New South Wales, Canberra, ACT, Australia

    Elizabeth Chang

Authors
  1. Fahed Mostafa
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  2. Tharam Dillon
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  3. Elizabeth Chang
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Correspondence to Fahed Mostafa .

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Mostafa, F., Dillon, T., Chang, E. (2017). Option Pricing. In: Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk. Studies in Computational Intelligence, vol 697. Springer, Cham. https://doi.org/10.1007/978-3-319-51668-4_7

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  • DOI: https://doi.org/10.1007/978-3-319-51668-4_7

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-51666-0

  • Online ISBN: 978-3-319-51668-4

  • eBook Packages: EngineeringEngineering (R0)

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