European call price modelling using neural networks in considering volatility as stochastic with comparison to the Heston model (Q5036853)
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scientific article; zbMATH DE number 7480157
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | European call price modelling using neural networks in considering volatility as stochastic with comparison to the Heston model |
scientific article; zbMATH DE number 7480157 |
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European call price modelling using neural networks in considering volatility as stochastic with comparison to the Heston model (English)
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23 February 2022
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neural networks
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cross-validation
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Heston model
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European option pricing
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stochastic volatility
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