Bardou, Olivier; Bengio, Yoshua; Chapados, Nicolas; … - Centre Interuniversitaire de Recherche en Analyse des … - 2002
Prior work on option pricing falls mostly in two categories: it either relies on strong distributional or economical assumptions, or it tries to mimic the Black-Scholes formula through statistical models, trained to fit today's market price based on information available today. The work...