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DeepOption: A novel option pricing framework based on deep learning with fused distilled data from multiple parametric methods.

Ji Hyun JangJisang YoonJungeun KimJinmo GuHa Young Kim
Published in: Inf. Fusion (2021)
Keyphrases
  • deep learning
  • data analysis
  • data mining techniques
  • prior knowledge
  • historical data
  • data mining
  • training data
  • expert knowledge
  • option pricing
  • black scholes model