Pricing options and computing implied volatilities using neural networks
Year of publication: |
2019
|
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Authors: | Liu, Shuaiqiang ; Oosterlee, Cornelis Willebrordus ; Bohte, Sander M. |
Subject: | machine learning | neural networks | computational finance | option pricing | implied volatility | GPU | Black-Scholes | Heston | Volatilität | Volatility | Neuronale Netze | Neural networks | Optionspreistheorie | Option pricing theory | Künstliche Intelligenz | Artificial intelligence | Black-Scholes-Modell | Black-Scholes model | Optionsgeschäft | Option trading | Derivat | Derivative | Computerunterstützung | Computerized method |
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/risks7010016 [DOI] hdl:10419/257854 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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