Option pricing with artificial neural network in a time dependent market

Department of Mathematics, Faculty of Mathematical Sciences, Shahrood University of Technology, Shahrood, Semnan, Iran

Department of Mathematics, Faculty of Mathematical Sciences, Shahrood University of Technology, Shahrood, Semnan, Iran

Department of Management, Industrial Engineering, Amp and Management Sciences, Shahrood University of Technology

Department of Mathematics, Faculty of Mathematical Sciences, Shahrood University of Technology, Shahrood, Semnan, Iran.