@incollection{, 9C605C32ABA32322866FA21F29AE3393 , author={{Dr. S.K.Mitra} and {Institute of Management Technology}}, journal={{Global Journal of Computer Science and Technology}}, journal={{GJCST}}0975-41720975-435010.34257/gjcst, address={Cambridge, United States}, publisher={Global Journals Organisation}124715 } @incollection{b0, , title={{Improving the pricing of options: a neural network approach}} , author={{ UAnders } and { OKorn } and { CSchmitt }} , journal={{Journal of Forecasting}} 17 5-6 , year={1998} } @incollection{b1, , title={{Empirical Performance of Alternative Option Pricing Models}} , author={{ GBakshi } and { CCao } and { Chen } and { Z }} , journal={{Journal of Finance}} 52 , year={1997, 2003-2049} } @book{b2, , title={{Black-Scholes Versus Artificial Neural Networks in Pricing FTSE 100}} , author={{ JBennell } and { CSutcliffe }} } @incollection{b3, , title={{Working Paper downloaded from www}} , journal={{Options}} , year={2003} , note={ssrn.com} } @incollection{b4, , title={{The pricing of commodity contracts}} , author={{ FBlack }} , journal={{Journal of Financial Economics}} 3 , year={1976} } @incollection{b5, , title={{The Pricing of Options and Corporate Liabilities}} , author={{ Black } and { MScholes }} , journal={{Journal of Political Economy}} 8 , year={1973} } @incollection{b6, , title={{An artificial neural network approach to the valuation of options and forecasting of volatility}} , author={{ DSGeigle } and { JEAronson }} , journal={{Journal of Computational Intelligence in finance}} 7 6 , year={1999} } @incollection{b7, , title={{Neural networks approach to pricing options}} , author={{ HGhaziri } and { SElfakhani } and { JAssi }} , journal={{Neural Network World}} 10 1-2 , year={2000} } @book{b8, , title={{Options Futures and other Derivatives}} , author={{ CJHull }} , year={1999} , publisher={Prentice Hall} , note={4th Ed} } @incollection{b9, , title={{A non-parametric Approach to pricing and Hedging Derivative Securities via Learning Networks}} , author={{ JMHutchison } and { AWLo } and { TPoggio }} , journal={{Journal of Finance}} 49 3 , year={1994} } @incollection{b10, , title={{Improved option pricing Using Artificial Neural Networks and Bootstrap Methods}} , author={{ PLajbcygier } and { JTConnor }} , journal={{International Journal of Neural Systems}} 8 4 , year={1997} } @incollection{b11, , title={{A neural network model for estimating option prices}} , author={{ MMalliaris } and { LSalchenberger }} , journal={{Journal of Applied Intelligence}} 3 3 , year={1993} } @incollection{b12, , title={{The Variation of Certain Speculative Prices}} , author={{ BMandelbrot }} , journal={{The Journal of Business}} 36 4 , year={1963} } @incollection{b13, , title={{A logical calculus of the ideas immanent in nervous activity}} , author={{ WSMcculloch } and { WHPitts }} , journal={{Bulletin of Mathematical Biophysics}} 5 , year={1943} } @incollection{b14, , title={{Non-parametric Tests of Alternate Option Pricing Models Using All Reported Trades and Quotes on the 30 Most Active CBOB option classes from}} , author={{ MRubinstein }} , journal={{The Journal of Finances}} XL , year={1995. August 23. 1976 through August 31. 1978. 1985} } @incollection{b15, , title={{Neural network option pricing in connection with the Black and Scholes model}} , author={{ JunS LSaito }} , booktitle={{Proceedings of the Fifth Conference of the Asian Pacific Operations Research Society}} the Fifth Conference of the Asian Pacific Operations Research SocietySingapore , year={2000. 2000} } @book{b16, , author={{ ASaxena }} , title={{Valuation of S&P CNX Nifty Options: Comparison of Black-Scholes and Hybrid ANN Model}} } @incollection{b17, , title={{Option price forecasting using neural networks}} , author={{ JYao } and { TanY C LLi }} , journal={{Omega}} 28 4 , year={2000} }