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Data-Driven Neuro ARCH (DDNA) volatility model for Option Pricing on Cloud Resources.

Manmohit SinghRuppa K. ThulasiramAerambamoorthy Thavaneswaran
Published in: SSCI (2020)
Keyphrases
  • data driven
  • probabilistic model
  • sensitivity analysis
  • option pricing
  • neural network
  • cloud computing
  • topic models
  • theoretical framework
  • fault diagnosis
  • stochastic model
  • stochastic process
  • black scholes model