Can a Machine Correct Option Pricing Models? (Q6190709)
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scientific article; zbMATH DE number 7813790
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Can a Machine Correct Option Pricing Models? |
scientific article; zbMATH DE number 7813790 |
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Can a Machine Correct Option Pricing Models? (English)
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6 March 2024
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boosting
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deep learning
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implied volatility
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model correction
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stochastic volatility
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