"Pricing options and computing implied volatilities using neural networks."

Shuaiqiang Liu, Cornelis W. Oosterlee, Sander M. Bohté (2019)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2021-11-26

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-1901-08943
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-1901-08943
Shuaiqiang Liu, Cornelis W. Oosterlee, Sander M. Bohté:
Pricing options and computing implied volatilities using neural networks. CoRR abs/1901.08943 (2019)

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