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   In: Annals of Operations Research.
   RePEc:spr:annopr:v:346:y:2025:i:2:d:10.1007_s10479-023-05754-z.

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2. Neural Jumps for Option Pricing. (2025). Liu, Yanchu ; Guo, Hanzhong ; Zheng, Duosi ; Huang, Wei.
   In: Papers.
   RePEc:arx:papers:2506.05137.

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3. Considering momentum spillover effects via graph neural network in option pricing. (2024). Wang, Yao ; Wei, Xiangyu ; Li, Qing ; Zhao, Jingmei.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:44:y:2024:i:6:p:1069-1094.

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4. Unlocking the black box: Non-parametric option pricing before and during COVID-19. (2024). Gradojevic, Nikola ; Kukolj, Dragan.
   In: Annals of Operations Research.
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5. Knowledge Discovery to Support WTI Crude Oil Price Risk Management. (2023). Puka, Radosaw ; Duda, Jerzy ; Skalna, Iwona ; Basiura, Beata ; Amasz, Bartosz.
   In: Energies.
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6. Neural networks in financial trading. (2021). Sermpinis, Georgios ; Rosillo, Rafael ; Fuente, David ; Karathanasopoulos, Andreas.
   In: Annals of Operations Research.
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7. On the Solution of the Black–Scholes Equation Using Feed-Forward Neural Networks. (2021). Eskiizmirliler, Saadet ; Polat, Refet ; Gunel, Korhan.
   In: Computational Economics.
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8. Revealing Pairs-trading opportunities with long short-term memory networks. (2021). Regoli, Daniele ; Flori, Andrea.
   In: European Journal of Operational Research.
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9. Option valuation under no-arbitrage constraints with neural networks. (2021). Cao, YI ; Liu, Xiaoquan ; Zhai, Jia.
   In: European Journal of Operational Research.
   RePEc:eee:ejores:v:293:y:2021:i:1:p:361-374.

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10. Artificial Neural Networks Performance in WIG20 Index Options Pricing. (2020). Ślepaczuk, Robert ; Wysocki, Maciej.
    In: Working Papers.
    RePEc:war:wpaper:2020-19.

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11. Using Artificial Neural Networks to Find Buy Signals for WTI Crude Oil Call Options. (2020). Puka, Radosaw ; Amasz, Bartosz.
    In: Energies.
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12. VIX derivatives, hedging and vol-of-vol risk. (2020). Seeger, Norman J ; Kaeck, Andreas.
    In: European Journal of Operational Research.
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13. Neural networks for option pricing and hedging: a literature review. (2020). Wang, Weiguan ; Ruf, Johannes.
    In: Papers.
    RePEc:arx:papers:1911.05620.

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14. A comparison of machine learning model validation schemes for non-stationary time series data. (2019). Schnaubelt, Matthias.
    In: FAU Discussion Papers in Economics.
    RePEc:zbw:iwqwdp:112019.

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15. Reverse Engineering of Option Pricing: An AI Application. (2019). Herzog, Bodo ; Osamah, Sufyan.
    In: IJFS.
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16. Wavelet-based option pricing: An empirical study. (2019). Cao, YI ; Liu, Xiaoquan ; Shen, Liya ; Ma, Chenghu.
    In: European Journal of Operational Research.
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17. Pricing Options with Exponential Levy Neural Network. (2018). Huh, Jeonggyu.
    In: Papers.
    RePEc:arx:papers:1802.06520.

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18. Selecting explanatory factors of voting decisions by means of fsQCA and ANN. (2017). Vizcaíno-González, Marcos ; Sainz, Jorge ; Vizcaino-Gonzalez, Marcos ; Pineiro-Chousa, Juan ; Sainz-Gonzalez, Jorge .
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19. The Performance of Skewness and Kurtosis Adjusted Option Pricing Model in Emerging Markets: A case of Turkish Derivatives Market. (2016). Alp, Ozge Sezgin.
    In: International Journal of Finance & Banking Studies.
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20. Multi-criteria classification for pricing European options. (2016). Gradojevic, Nikola.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:20:y:2016:i:2:p:123-139:n:4.

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21. Multi-criteria Classification for Pricing European Options. (2015). Gradojevic, Nikola.
    In: Working Paper series.
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22. Assessing the performance of symmetric and asymmetric implied volatility functions. (2014). Martzoukos, Spiros ; Andreou, Panayiotis ; Charalambous, Chris.
    In: Review of Quantitative Finance and Accounting.
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23. A hybrid genetic algorithm–support vector machine approach in the task of forecasting and trading. (2013). Sermpinis, Georgios ; Likothanassis, Spiros D ; Theofilatos, Konstantinos A ; Dunis, Christian L ; Karathanasopoulos, Andreas S.
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24. Forecasting foreign exchange rates with adaptive neural networks using radial-basis functions and Particle Swarm Optimization. (2013). Sermpinis, Georgios ; Theofilatos, Konstantinos ; Georgopoulos, Efstratios F. ; Dunis, Christian ; Karathanasopoulos, Andreas.
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25. PRICING AND HEDGING SHORT STERLING OPTIONS USING NEURAL NETWORKS. (2012). Sutcliffe, Charles ; Chen, Fei.
    In: Intelligent Systems in Accounting, Finance and Management.
    RePEc:wly:isacfm:v:19:y:2012:i:2:p:128-149.

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26. Generalized parameter functions for option pricing. (2010). Martzoukos, Spiros H. ; Andreou, Panayiotis C. ; Charalambous, Chris.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:3:p:633-646.

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27. Rough support vector regression. (2010). Lingras, P. ; Butz, C. J..
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