The Pricing and Trading of Options using a Hybrid Neural Network Model with Historical Volatility

Paul R Lajbcygier, Andrew Flitman, Anthony Swan, Rob J Hyndman

Research output: Contribution to journalArticleOther

Original languageEnglish
Pages (from-to)27 - 41
Number of pages15
JournalNeurovest Journal
Publication statusPublished - 1997

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