European option pricing Prediction under time-varying Brown Motion Based on LSTM Hybrid Neural Network.

Zhaohong Chen Xiaolong Chai

Published in: DSAI (2024)

Keyphrases

option pricing
hybrid neural network
stock price
black scholes
decision analysis
real option
neural network
capital budgeting
data mining
decision support system
black scholes model
decision making
artificial neural networks
long term
state space
recurrent neural networks