Option Pricing Based on Modular Neural Network
Objective Hedging the risk caused by price volatility using options relies on an accurate and appropriate valuation of those options. Therefore, the purpose of this research is to value the options traded on the Tehran Stock Exchange using modular neural networks. The study will also compare the per...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | fas |
| Published: |
University of Tehran
2024-12-01
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| Series: | تحقیقات مالی |
| Subjects: | |
| Online Access: | https://jfr.ut.ac.ir/article_97657_e5f53e2555f55e53e8aa50dfb2c7b9fb.pdf |
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