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A NOVEL METHOD FOR ESTIMATING THE INVERSE FUNCTION OF BLACK-SCHOLES OPTION PRICING MODEL USING ARTIFICIAL NEURAL NETWORKS
Black-Scholes (BS) model is a well-known model for pricing options. Option is a derivative financial instrument which gives its owner the right of buying the underlying asset at a pre specified date for a pre specified ...
Estimating the Inverse Function of Compound Options Pricing Model Using Artificial Neural Networks
Compound options are second order derivatives which give their holders the right for exercising over other derivatives. They are options on options. Compound options have many financial applications. Pricing methods for ...