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Parametric models and non-parametric machine learning models for predicting option prices: Empirical comparison study over KOSPI 200 Index options.
Hyejin Park
Namhyoung Kim
Jaewook Lee
Published in:
Expert Syst. Appl. (2014)
Keyphrases
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parametric models
machine learning models
flow field
machine learning
option pricing
computational complexity
motion estimation
machine learning algorithms
regression model
payoff functions