Option pricing with artificial neural network in a time dependent market

2024/12/24 by Araghi, Mehran, Dastranj, Elham, Abdolbaghi Ataabadi, Abdolmajid +1
#Activation function #Artificial neural network #Mikhailov and Nogel model #Option pricing

paper · doi:10.71716/amfa.2024.23031868

Abstract

Advances in Mathematical Finance and Applications,9(2),723

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