Lin, Luwei; Wang, Meiqing; Cheng, Hang; Liu, Rong; Chen, Fei - In: The Journal of finance and data science : JFDS 9 (2023), pp. 1-11
Option is an important financial derivative. Accurate option pricing is essential to the development of financial markets. For option pricing, existing time series models and neural networks are difficult to extract multi-scale temporal features from option data, which greatly limits their...
