On a Neural Network to Extract Implied Information from American Options

  1. Liu, S.
  2. Leitao, Á.
  3. Borovykh, A.
  4. Oosterlee, C.W.
Journal:
Applied Mathematical Finance

ISSN: 1466-4313,  1350-486X

Year of publication: 2021

Volume: 28

Issue: 5

Pages: 449-475

Type: Article

DOI: 10.1080/1350486X.2022.2097099 GOOGLE SCHOLAR lock_openOpen access editor
Data source: Scopus