Machine learning applications for the valuation of options on non-liquid option markets
Jiří Witzany and Milan Fičura
| Year of publication: |
2024
|
|---|---|
| Authors: | Witzany, Jiří ; Fičura, Milan |
| Published in: |
The journal of financial data science. - New York, NY : Pageant Media, Ltd., ISSN 2640-3951, ZDB-ID 2957666-0. - Vol. 6.2024, 3, p. 57-80
|
| Subject: | Künstliche Intelligenz | Artificial intelligence | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Optionsgeschäft | Option trading |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/jfds.2024.1.165 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015195617