Unlocking the black box: non-parametric option pricing before and during COVID-19
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Publication:6547037
DOI10.1007/S10479-022-04578-7zbMATH Open1537.91321MaRDI QIDQ6547037
Nikola Gradojevic, Dragan D. Kukolj
Publication date: 30 May 2024
Published in: Annals of Operations Research (Search for Journal in Brave)
option pricinginterpretabilityrandom forestCOVID-19extreme gradient boostingexplainable artificial intelligence
Artificial neural networks and deep learning (68T07) Derivative securities (option pricing, hedging, etc.) (91G20)
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