Login / Signup

Lookback option pricing under the double Heston model using a deep learning algorithm.

Mahsa MotameniFarshid MehrdoustAli Reza Najafi
Published in: Comput. Appl. Math. (2022)
Keyphrases
  • news articles
  • learning algorithm
  • artificial intelligence
  • data mining
  • probabilistic model
  • machine learning
  • feature selection
  • decision making
  • objective function
  • fuzzy sets
  • theoretical framework