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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Option pricing. The black, Scholes and Merton model. Artificial neural networks. Learning task: The backpropagation algorithm. Empirical study. Network architecture. Performance analysis.


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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