WEI, Xiangyu, CHENG, Rui, ZHAO, Jingmei und LI, Qing, 2024. A Time-Varying, Feature-Rearranged Convolutional Neural Network for Option Pricing. Journal of Derivatives. 1 Dezember 2024. Vol. 32, no. 2, p. 103-123. DOI 10.3905/jod.2024.1.215.
Elsevier - Harvard (with titles)Wei, X., Cheng, R., Zhao, J., Li, Q., 2024. A Time-Varying, Feature-Rearranged Convolutional Neural Network for Option Pricing. Journal of Derivatives 32, 103-123. https://doi.org/10.3905/jod.2024.1.215
American Psychological Association 7th editionWei, X., Cheng, R., Zhao, J., & Li, Q. (2024). A Time-Varying, Feature-Rearranged Convolutional Neural Network for Option Pricing. Journal of Derivatives, 32(2), 103-123. https://doi.org/10.3905/jod.2024.1.215
Springer - Basic (author-date)Wei X, Cheng R, Zhao J, Li Q (2024) A Time-Varying, Feature-Rearranged Convolutional Neural Network for Option Pricing.. Journal of Derivatives 32:103-123. https://doi.org/10.3905/jod.2024.1.215
Juristische Zitierweise (Stüber) (Deutsch)Wei, Xiangyu/ Cheng, Rui/ Zhao, Jingmei/ Li, Qing, A Time-Varying, Feature-Rearranged Convolutional Neural Network for Option Pricing., Journal of Derivatives 2024, 103-123.