Zobrazeno 1 - 1
of 1
pro vyhledávání: '"Ali Bolfake"'
Publikováno v:
Mathematics and Modeling in Finance, Vol 3, Iss 1, Pp 67-82 (2023)
This paper proposes a new approach to pricing European options using deep learning techniques under the Heston and Bates models of random fluctuations. The deep learning network is trained with eight input hyper-parameters and three hidden layers, an
Externí odkaz:
https://doaj.org/article/e7b43241546741999763853a278d04b2
