Lev Blynski

Memorial University of Newfoundland (MNU) - Faculty of Business Administration

Graduate Student

St. John's, Newfoundland A1B 3X5

Canada

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

Comparison of the Effectiveness of Option Price Forecasting: Black-Scholes vs. Simple and Hybrid Neural Networks

Journal of Financial Management and Analysis, Vol. 19, No. 2, July-December 2006
Posted: 12 Apr 2007
Alex Faseruk and Lev Blynski
Memorial University of Newfoundland (MNU) - Faculty of Business Administration and Memorial University of Newfoundland (MNU) - Faculty of Business Administration

Abstract:

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Neural networks, Option pricing, Implied volatility