Option pricing using artificial neural networks
Romeo, Sergio (A.A. 2019/2020) Option pricing using artificial neural networks. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 78. [Master's Degree Thesis]
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Abstract/Index
Option pricing. The black, Scholes and Merton model. Artificial neural networks. Learning task: The backpropagation algorithm. Empirical study. Network architecture. Performance analysis.
References
Bibliografia: pp. 63-65.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77) |
| Chair: | Asset pricing |
| Thesis Supervisor: | Porchia, Paolo |
| Thesis Co-Supervisor: | Pirra, Marco |
| Academic Year: | 2019/2020 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 15 Dec 2020 13:46 |
| Last Modified: | 15 Dec 2020 13:46 |
| URI: | https://tesi.luiss.it/id/eprint/27814 |
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