Deep learning option price movement
Year of publication: |
2024
|
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Authors: | Wang, Weiguan ; Xu, Jia |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 12.2024, 6, Art.-No. 93, p. 1-17
|
Subject: | limit order book | model agnostic | neural networks | options | Neuronale Netze | Neural networks | Optionspreistheorie | Option pricing theory | Wertpapierhandel | Securities trading | Derivat | Derivative |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks12060093 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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