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The nofit polygon is a powerful and effective tool for handling the geometric requirements of solution approaches to irregular cutting and packing problems. Although the concept was first described in 1996, it was not until the early 90s that the general trend of research moved away from direct...
Persistent link: https://www.econbiz.de/10014063364
This paper compares the performance of Black-Scholes with an artificial neural network (ANN) in pricing European style call options on the FTSE 100 index. It is the first extensive study of the performance of ANNs in pricing UK options, and the first to allow for dividends in the closed-form...
Persistent link: https://www.econbiz.de/10012738284
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