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"DeepOption: A novel option pricing framework based on deep learning with ..."

Ji Hyun Jang et al. (2021)

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DOI: 10.1016/J.INFFUS.2020.12.010

access: closed

type: Journal Article

metadata version: 2023-05-01

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Ji Hyun Jang, Jisang Yoon, Jungeun Kim, Jinmo Gu, Ha Young Kim:
DeepOption: A novel option pricing framework based on deep learning with fused distilled data from multiple parametric methods. Inf. Fusion 70: 43-59 (2021)

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