Author:
Park Hyejin,Kim Namhyoung,Lee Jaewook
Subject
Artificial Intelligence,Computer Science Applications,General Engineering
Reference37 articles.
1. A neural network versus Black–Scholes: A comparison of pricing and hedging performances;Amilon;Journal of Forecasting,2003
2. Empirical performance of alternative option pricing models;Bakshi;The Journal of Finance,1997
3. A new look at the Heston characteristic function;BañoRollin;Centre de Recerca Matemàtica,2009
4. The pricing of options and corporate liabilities;Black;The Journal of Political Economy,1973
5. Stochastic volatility for Lévy processes;Carr;Mathematical Finance,2003
Cited by
57 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献