Liu, D., & Huang, S. (2016). The Performances of Hybrid Artificial Neural Network Models for Option Pricing during Financial Crises. Journal of Data Science, 14, 1-18.
Liu, David ; Huang, Siyuan. / The Performances of Hybrid Artificial Neural Network Models for Option Pricing during Financial Crises. In: Journal of Data Science. 2016 ; Vol. 14. pp. 1-18.
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title = "The Performances of Hybrid Artificial Neural Network Models for Option Pricing during Financial Crises",
author = "David Liu and Siyuan Huang",
year = "2016",
language = "English",
volume = "14",
pages = "1--18",
journal = "Journal of Data Science",
}
Liu, D & Huang, S 2016, 'The Performances of Hybrid Artificial Neural Network Models for Option Pricing during Financial Crises', Journal of Data Science, vol. 14, pp. 1-18.
The Performances of Hybrid Artificial Neural Network Models for Option Pricing during Financial Crises. /
Liu, David; Huang, Siyuan.
In:
Journal of Data Science, Vol. 14, 2016, p. 1-18.
Research output: Contribution to journal › Article › peer-review
TY - JOUR
T1 - The Performances of Hybrid Artificial Neural Network Models for Option Pricing during Financial Crises
AU - Liu, David
AU - Huang, Siyuan
PY - 2016
Y1 - 2016
M3 - Article
VL - 14
SP - 1
EP - 18
JO - Journal of Data Science
JF - Journal of Data Science
ER -
Liu D, Huang S. The Performances of Hybrid Artificial Neural Network Models for Option Pricing during Financial Crises. Journal of Data Science. 2016;14:1-18.