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Cogent Economics & Finance Volume 9, 2021 - Issue 1
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FINANCIAL ECONOMICS

Pricing vanilla options using artificial neural networks: Application to the South African market

Ryno du Plooy1 Department of Finance and Investment Management, University of Johannesburg, Auckland Park, 2006, South AfricaView further author information
&
Pierre J. Venter1 Department of Finance and Investment Management, University of Johannesburg, Auckland Park, 2006, South AfricaCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0001-7304-5806View further author information
ORCID Icon |
David McMillan2 University of Stirling, Stirling, United KingdomView further author information
(Reviewing editor)
Article: 1914285 | Received 15 Nov 2020, Accepted 02 Apr 2021, Published online: 04 May 2021

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