Deep learning based hybrid computational intelligence models for options pricing
Efe Arin, A. Murat Ozbayoglu
| Year of publication: |
2022
|
|---|---|
| Authors: | Arin, Efe ; Özbayoglu, Ahmet Murat |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 59.2022, 1, p. 39-58
|
| Subject: | Option pricing | Computational intelligence | Deep neural networks | Machine learning | Black Scholes | Künstliche Intelligenz | Artificial intelligence | Neuronale Netze | Neural networks | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Lernprozess | Learning process |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-020-10063-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013168900