Improved BP Neural Network and Its Application in Real Option Pricing

摘要：

In recent years,many overseas and domestic experts had paid attention to research on options pricing.But these methods could not get rid of the subjectivity and fuzzy qualities existing in pricing process,and the accuracy of assessed results had not quite improved.It will be very helpful to investors,if we could set up an objective scientific real option pricing method.The paper researches on an improved BP artificial neural network model and its appliance in the investment decision-making.

关键词： real option pricing BP neural network investment decision-making

作者: Ying Zhang Ting Yang

作者单位: School of Business,Central South University,Changsha,410083

会议类型: 国际会议

会议名称: The 2008 International Conference on Business Intelligence and Financial Engineering(BIFE 2008)(商业智能和金融工程国际会议)

会议地点: 长沙

会议语种:英文

页码: 721-726

在线出版日期: 2008-10-28（万方平台首次上网日期，不代表论文的发表时间）