£129.20

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£129 today · cheaper than every other day in the last 3 months

Routledge Genetic Adaptive Neural Networks for Option Pricing - Routledge

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Price History & Forecast

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Last 89 days · 89 data points

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£141.51 £127.97 £130.92 £133.88 £136.83 £139.79 £142.74 25 July 2026 16 August 2026 07 September 2026 29 September 2026 21 October 2026
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Price Distribution

Price distribution over 89 days • 3 price levels

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Current Price
71 days · current 9 days 9 days 0 18 36 53 71 £129 £130 £142 Days at Price

Price Analysis

Most common price: £129 (71 days, 79.8%)

Price range: £129 - £142

Price levels: 3 different prices over 89 days

Description

This comprehensive study explores the application of genetic adaptive neural networks to option valuation, presenting a sophisticated model designed to price option contracts with futures-style margining. Unlike traditional option pricing models that require predetermined assumptions about underlying asset distributions, this approach leverages neural network technology to estimate complex, non-linear relationships without prior specification of distribution parameters. The methodology accommodates flexible input variables and adapts dynamically to market conditions, making it valuable for financial practitioners and researchers seeking advanced computational methods for derivatives pricing. Published by Routledge as part of the Garland Studies in the Financial Sector of the Economy series, this work bridges academic theory and practical application in quantitative finance.

Key Features

Genetic adaptive neural network model specifically developed for pricing option contracts with futures-style margining requirements.

Non-linear relationship estimation that eliminates the need for predetermined asset distribution assumptions in traditional models.

Flexible input accommodation enables practitioners to incorporate additional variables and market-specific parameters into valuation.

Advanced computational methodology suitable for both academic research and professional quantitative finance applications.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
28 September 2000
Listed Since
10 February 2007

Barcode

No barcode data available

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