Enhancing Option Pricing Accuracy in the Indian Market: A CNN-BiLSTM Approach
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Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s10614-024-10689-z.pdf
Reference64 articles.
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5. Corrado, C. J., & Su, T. (1996). Skewness and kurtosis in s &p 500 index returns implied by option prices. Journal of Financial Research, 19(2), 175–192.
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