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"Time-sequencing European options and pricing with deep learning - ..."

Longyue Liang, Xuanye Cai (2022)

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DOI: 10.1016/J.ESWA.2021.115951

access: closed

type: Journal Article

metadata version: 2022-04-09

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Longyue Liang, Xuanye Cai:
Time-sequencing European options and pricing with deep learning - Analyzing based on interpretable ALE method. Expert Syst. Appl. 187: 115951 (2022)

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