Improved BP Neural Network and Its Application in Real Option Pricing

摘要

In recent years,many overseas and domestic experts had paid attention to research on options pricing.But these methods could not get rid of the subjectivity and fuzzy qualities existing in pricing process,and the accuracy of assessed results had not quite improved.It will be very helpful to investors,if we could set up an objective scientific real option pricing method.The paper researches on an improved BP artificial neural network model and its appliance in the investment decision-making.