A Comparison Study for Option Pricing Forecasting under Soft Computing and Black-Scholes Model
碩士 === 明新科技大學 === 管理研究所 === 102 === This study is to estimate option price by using genetic programming (GP), support vector regression (SVR) and Black-Scholes option pricing model. In this paper, we used different option price related variables to construct the option pricing model. The research...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/14329699265733103125 |