Unlocking the black box: non-parametric option pricing before and during COVID-19 (Q6547037)
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scientific article; zbMATH DE number 7856442
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unlocking the black box: non-parametric option pricing before and during COVID-19 |
scientific article; zbMATH DE number 7856442 |
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Unlocking the black box: non-parametric option pricing before and during COVID-19 (English)
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30 May 2024
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option pricing
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COVID-19
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random forest
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extreme gradient boosting
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explainable artificial intelligence
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interpretability
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