On a neural network to extract implied information from american options
Shuaiqiang Liu, Álvaro Leitao, Anastasia Borovykh and Cornelis W. Oosterlee
| Year of publication: |
2021
|
|---|---|
| Authors: | Liu, Shuaiqiang ; Leitao, Álvaro ; Borovykh, Anastasia ; Oosterlee, Cornelis Willebrordus |
| Subject: | American options | computational finance | implied volatility | Machine learning | negative interest rates | Optionsgeschäft | Option trading | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Neuronale Netze | Neural networks | Künstliche Intelligenz | Artificial intelligence | Black-Scholes-Modell | Black-Scholes model | Zins | Interest rate |
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