Exploring internal mechanism of warrant in financial market with a hybrid approach

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題名:	Exploring internal mechanism of warrant in financial market with a hybrid approach
作者:	邱登裕 Chiu, Deng-Yiv
貢獻者:	資訊管理學系 Information Management
關鍵詞:	Warrant;Black-Scholes;method;Grey;algorithm;Back-propagation;network
日期:	2008
上傳時間:	2014-06-27 01:55:40 (UTC+8)
摘要:	In this research, we explore the internal mechanism of warrant in financial market with a hybrid approach integrating Black-Scholes pricing method and Grey theory into a genetic algorithm (GA) based back-propagation neural network (BPN). Black-Scholes pri
顯示於類別:	[資訊管理學系] 期刊論文

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