Reverse engineering of option pricing: An AI application
Year of publication: |
2019
|
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Authors: | Herzog, Bodo ; Osamah, Sufyan |
Published in: |
International Journal of Financial Studies. - Basel : MDPI, ISSN 2227-7072. - Vol. 7.2019, 4, p. 1-12
|
Publisher: |
Basel : MDPI |
Subject: | artificial intelligence | derivatives | genetic algorithm | machine learning | option pricing | reverse engineering |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3390/ijfs7040068 [DOI] 1688130578 [GVK] hdl:10419/257666 [Handle] |
Classification: | G13 - Contingent Pricing; Futures Pricing ; G11 - Portfolio Choice ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C65 - Miscellaneous Mathematical Tools |
Source: |
-
Reverse engineering of option pricing : an AI application
Herzog, Bodo, (2019)
-
Machine Learning at Central Banks
Chakraborty, Chiranjit, (2017)
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Heuristic model selection for leading indicators in Russia and Germany
Savin, Ivan, (2011)
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Reverse engineering of option pricing : an AI application
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