A neural network versus Black-Scholes: a comparison of pricing and hedging performances

Henrik Amilon
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Henrik Amilon: Department of Economics, Lund University, Sweden, Postal: Department of Economics, Lund University, Sweden

Journal of Forecasting, 2003, vol. 22, issue 4, 317-335

Date: 2003
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Citations: View citations in EconPapers (11)

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Persistent link: https://EconPapers.repec.org/RePEc:jof:jforec:v:22:y:2003:i:4:p:317-335

DOI: 10.1002/for.867

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