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Option pricing using deep learning approach based on LSTM-GRU neural networks: Case of London stock exchange
4 references·0 citing·17 second hop
Option pricing using deep learning approach based on LSTM-GRU neural networks: Case of London stock exchange (2023)Option pricing using deep learning approa…Option Pricing Using LSTM: A Perspective of Realized Skewness (2023)Option Pricing Using LSTM: A …A Modified Black-Scholes-Merton Model for Option Pricing (2022)A Modified Black-Scholes-Mert…Option pricing using Machine Learning (2020)Option pricing using Machine …Deep learning calibration of option pricing models: some pitfalls and solutions (2019)Deep learning calibration of …A note on sufficient conditions for no arbitrage (2005)Unbiased deep solvers for parametric PDEs (2018)A neural network-based framework for financial model calibration (2019)Deep learning volatility: a deep neural network perspective on pricing and calibration in (rough) volatility models (2020)Arbitrage-Free Neural-SDE Market Models (2021)Unbiased Deep Solvers for Linear Parametric PDEs (2021)The Pricing of Options and Corporate Liabilities (1973)Option pricing when underlying stock returns are discontinuous (1976)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Time-sequencing European options and pricing with deep learning – Analyzing based on interpretable ALE method (2021)Pricing cryptocurrency options with machine learning regression for handling market volatility (2024)From Traditional to Computationally Efficient Scientific Computing Algorithms in Option Pricing: Current Progresses with Future Directions (2025)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Early warning systems for financial distress: A machine learning approach to corporate risk mitigation (2024)Qualitative financial modelling in fractal dimensions (2025)Theory of Rational Option Pricing (1973)
this work references cited by second hop

References

  • 2020Option pricing using Machine Learning87 cited
  • 2019Deep learning calibration of option pricing models: some pitfalls and solutions22 cited
  • 2022A Modified Black-Scholes-Merton Model for Option Pricing20 cited
  • 2023Option Pricing Using LSTM: A Perspective of Realized Skewness18 cited

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