Before revision:  Hutchinson, Lo and Poggio raised the question that if learning works can learn the Black-Scholes formula, and they proposed the network mapping the ratio of underlying price to strike S_t/K and the\to  time to maturity \tau directly into the ratio of option priceto strike C_t/K . In this paper we propose a novel descision function and study the network mapping S_t/K and the ratio of time value to strike\to V_t/K . Time values'
After revision:  Hutchinson, Lo and Poggio raised the question that if learning works can learn the Black-Scholes formula, and they proposed the network mapping the ratio of underlying price to strike S_t/K and the\to C_t/K where S_t, K, \tau, C_t are the underlying price, strike, time to maturity \tau directly into the ratio of option priceto strike C_t/K . In this paper we propose a novel descision function and study the network mapping S_t/K and the ratio of time value to strike\to V_t/K . Time values'