On a Neural Network to Extract Implied Information from American Options (Q5103918)
From MaRDI portal
scientific article; zbMATH DE number 7582984
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a Neural Network to Extract Implied Information from American Options |
scientific article; zbMATH DE number 7582984 |
Statements
On a Neural Network to Extract Implied Information from American Options (English)
0 references
9 September 2022
0 references
machine learning
0 references
American options
0 references
implied volatility
0 references
computational finance
0 references
negative interest rates
0 references
0 references
0 references
0 references
0 references
