Accurate Neural Network Option Pricing Methods with Control Variate Techniques and Data Synthesis/Cleaning with Financial Rationality.
Chia-Wei Hsu, Tian-Shyr Dai, Chuan-Ju Wang, Ying-Ping Chen
Browse the full CIKM paper archive.
Chia-Wei Hsu, Tian-Shyr Dai, Chuan-Ju Wang, Ying-Ping Chen
Browse the full CIKM paper archive.