Robust Artificial Neural Networks for Pricing of European Options

By Andreou Panayiotis   Charalambous Chris   Martzoukos Spiros  

Computational Economics, Vol. 27, Iss. 2-3, 2006-05 ,pp. : 329-351

Springer Publishing Company

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A Spectral Element Approximation to Price European Options with One Asset and Stochastic Volatility

By Zhu Wuming   Kopriva David  

Journal of Scientific Computing, Vol. 42, Iss. 3, 2010-03 ,pp. : 426-446

Springer Publishing Company

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Pricing European options based on the fuzzy pattern of Black-Scholes formula

By Wu H.-C.  

Computers and Operations Research, Vol. 31, Iss. 7, 2004-06 ,pp. : 1069-1081

Elsevier

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Using computational methodology to price European options with actual payoff distributions

By Sheng Chieh-Chung   Chiu Hsiao-Ya   Chen An-Pin  

Soft Computing, Vol. 11, Iss. 12, 2007-10 ,pp. : 1115-1122

Springer Publishing Company

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On multigrid for anisotropic equations and variational inequalities “Pricing multi-dimensional European and American options”

By Reisinger Christoph   Wittum Gabriel  

Computing and Visualization in Science, Vol. 7, Iss. 3-4, 2004-10 ,pp. : 189-197

Springer Publishing Company

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