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Black-Scholes model 1 Black-Scholes-Modell 1 Boosting 1 Deep learning 1 Implied volatility 1 Learning process 1 Lernprozess 1 Model correction 1 Option pricing theory 1 Optionspreistheorie 1 Stochastic process 1 Stochastic volatility 1 Stochastischer Prozess 1 Volatility 1 Volatilität 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Almeida, Caio 1 Fan, Jianqing 1 Freire, Gustavo 1 Tang, Francesca 1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1
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ECONIS (ZBW) 1
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Can a machine correct option pricing models?
Almeida, Caio; Fan, Jianqing; Freire, Gustavo; Tang, … - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 3, pp. 995-1009
Persistent link: https://www.econbiz.de/10014448492
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