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FORECASTING RETURN VOLATILITY OF CRUDE OIL FUTURE PRICES USING ARTIFICIAL...

FORECASTING RETURN VOLATILITY OF CRUDE OIL FUTURE PRICES USING ARTIFICIAL NEURAL NETWORKS; BASED ON INTRA MARKETS VARIABLES AND FOCUS ON THE SPECULATION ACTIVITY Hasanabadi, Hamed Shafiee; Khan, Saqib;...

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A NOVEL METHOD FOR ESTIMATING THE INVERSE FUNCTION OF BLACK-SCHOLES OPTION...

A NOVEL METHOD FOR ESTIMATING THE INVERSE FUNCTION OF BLACK-SCHOLES OPTION PRICING MODEL USING ARTIFICIAL NEURAL NETWORKS Hasanabadi, Hamed Shafiee; Mayorga, Rene V. Black-Scholes (BS) model is a...

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Estimating the Inverse Function of Compound Options Pricing Model Using...

Estimating the Inverse Function of Compound Options Pricing Model Using Artificial Neural Networks Hasanabadi, Hamed Shafiee; Mayorga, Rene V. Compound options are second order derivatives which give...

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