 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%DIFDELCMD < \tauinto %%% the ratio of time value to strike\to V_t/K . Time values'
<fluency>  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%DIFDELCMD < \tauinto %%% the ratio of time value to strike\to V_t/K . Time values'
 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 %DIFDELCMD < \tauinto %%% the ratio of time value to strike\to V_t/K . Time values'