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DeepOption: A novel option pricing framework based on deep learning with fused distilled data from multiple parametric methods.
Ji Hyun Jang
Jisang Yoon
Jungeun Kim
Jinmo Gu
Ha Young Kim
Published in:
Inf. Fusion (2021)
Keyphrases
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deep learning
data analysis
data mining techniques
prior knowledge
historical data
data mining
training data
expert knowledge
option pricing
black scholes model