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What is Neural Network Black-Scholes Option Pricing about?
This article presents a novel approach using neural networks to solve the Black-Scholes equation for option pricing, specifically focusing on call options of Brazilian companies Petrobras and Vale. The study demonstrates that the neural network can achieve more accurate pricing forecasts compared to traditional analytical solutions. The findings suggest that this methodology can be effectively utilized for short-term call option price predictions in the options market.
- Author
- mintchopang1
- Language
- EN