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American Option Pricing using Self-Attention GRU and Shapley Value Interpretation.

Yanhui Shen
Published in: CoRR (2023)
Keyphrases
  • option pricing
  • black scholes
  • stock price
  • decision analysis
  • capital budgeting
  • game theory
  • black scholes model
  • artificial intelligence
  • short term
  • life cycle
  • video games