Black-Scholes versus artificial neural networks in pricing FTSE 100 options

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Bennell, J. and Sutcliffe, C. orcid id iconORCID: https://orcid.org/0000-0003-0187-487X (2004) Black-Scholes versus artificial neural networks in pricing FTSE 100 options. International Journal of Finance & Economics, 12 (4). pp. 243-260. ISSN 1099-1158 doi: 10.1002/isaf.254

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Item Type Article
URI https://reading-clone.eprints-hosting.org/id/eprint/20574
Identification Number/DOI 10.1002/isaf.254
Refereed Yes
Divisions Henley Business School > Finance and Accounting
Publisher Wiley-Blackwell
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Full text not archived in this repository.
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