calibration of european option pricing model using a hybrid structure based on the optimized artificial neural network and black-scholes model

‎this study suggests a novel approach for calibrating european option pricing model by a hybrid model based on the optimized artificial neural network and black-scholes model‎. ‎in this model‎, ‎the inputs of the artificial neural network are the black-scholes equations with different maturity dates and strike prices‎. ‎the presented calibration process involves training the neural network on historical option prices and adjusting its parameters using the levenberg-marquardt optimization algorithm‎. ‎the resulting hybrid model shows superior accuracy and efficiency in option pricing on both in sample and out of sample dataset‎.