Interaction and Pricing between the Taiex Call Options and Spot Market among Different Levels of Moneyness:Application of Bi-Egarch Model and Neuron Algorithm - Hsieha, Tien-shih; Fang, Chen-ling; Goo, Yeon-jia (Asia Pacific Management Review, 2009)
Keywords: Algorithms; artificial neural network; Derivatives; Futures; GARCH; Hedging; Investments; Literature reviews; Neural networks; Options; Options markets; pricing; Put & call options; Research methodology; Scopus; Securities markets; Stochastic models; Stock exchanges; Trends; TSSCI; Valuation; Volatility