Treffer: A Time-Varying, Feature-Rearranged Convolutional Neural Network for Option Pricing.

Title:
A Time-Varying, Feature-Rearranged Convolutional Neural Network for Option Pricing.
Authors:
Wei, Xiangyu1 (AUTHOR) weixy31@163.com, Cheng, Rui2 (AUTHOR) chengrui@swufe.edu.cn, Zhao, Jingmei3 (AUTHOR) zhaojingmei@swufe.edu.cn, Li, Qing4 (AUTHOR) liq_t@swufe.edu.cn
Source:
Journal of Derivatives. Winter2024, Vol. 32 Issue 2, p103-123. 21p.
Database:
Business Source Ultimate

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