A new hybrid parametric and machine learning model with homogeneity hint for European-style index option pricing.
| Autor: | Das, Shom1 shomdas@yahoo.com, Padhy, Sudarsan2 |
|---|---|
| Zdroj: | Neural Computing & Applications. Dec2017, Vol. 28 Issue 12, p4061-4077. 17p. |
| Databáze: | Academic Search Ultimate |
| Externí odkaz: |
|