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Barrier Options and Greeks: Modeling with Neural Networks
Nneka Umeorah
, Phillip Mashele
, Onyecherelam Agbaeze
,
Jules Clement Mba
Cardiff University
University of South Africa
Troy University
University of Johannesburg
Research output
:
Contribution to journal
›
Article
›
peer-review
6
Citations (Scopus)
Overview
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Keyphrases
Greek
100%
Barrier Options
100%
Black-Scholes Model
33%
Fully Connected
33%
Option Valuation
33%
NN Model
33%
Optimal Neural Network
33%
Option Greeks
33%
Financial Derivatives
33%
Option Hedging
33%
Polynomial Regression
33%
Option Pricing Problem
33%
Computer Science
Neural Network
100%
Barrier Option
100%
Random Decision Forest
33%
Machine Learning
33%
Benchmarking
33%
Artificial Neural Network
33%
Pricing Problem
33%
Feed Forward Neural Networks
33%
Feedforward Neural Network
33%
Option Pricing
33%
Polynomial Regression
33%
Mathematics
Neural Network
100%
Barrier Option
100%
Replicate
33%
Option Pricing
33%
Parametric
33%
Benchmarking
33%
Artificial Neural Network
33%
Polynomial Regression
33%
Economics, Econometrics and Finance
Option Trading
100%
Pricing
33%
Machine Learning
33%
Hedging
33%