Deep Learning Based Hybrid Computational Intelligence Models for Options Pricing
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DOI: 10.1007/s10614-020-10063-9
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Cited by:
- Yan Liu & Xiong Zhang, 2023. "Option Pricing Using LSTM: A Perspective of Realized Skewness," Mathematics, MDPI, vol. 11(2), pages 1-21, January.
- Peiwei Cao & Xubiao He, 2024. "Machine Learning Solutions for Fast Real Estate Derivatives Pricing," Computational Economics, Springer;Society for Computational Economics, vol. 64(4), pages 2003-2032, October.
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Keywords
Option pricing; Computational intelligence; Deep neural networks; Machine learning; Black Scholes;All these keywords.
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