Pricing options and computing implied volatilities using neural networks
Year of publication: |
2019
|
---|---|
Authors: | Liu, Shuaiqiang ; Oosterlee, Cornelis Willebrordus ; Bohte, Sander M. |
Published in: |
Risks. - Basel : MDPI, ISSN 2227-9091. - Vol. 7.2019, 1, p. 1-22
|
Publisher: |
Basel : MDPI |
Subject: | machine learning | neural networks | computational finance | option pricing | implied volatility | GPU | Black-Scholes | Heston |
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