Imagen de Portada

Can Machine Learning Algorithms Outperform Traditional Models for Option Pricing?

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autor principal:	Milyushkov, Georgy
Formato:	Preprint
Publicado:	2025
Materias:	Computational Finance
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Pricing American Options using Machine Learning Algorithms
por: Djagba, Prudence, et al.
Publicado: (2024)

Leveraging Machine Learning for High-Dimensional Option Pricing within the Uncertain Volatility Model
por: Goudenege, Ludovic, et al.
Publicado: (2024)

An Efficient Machine Learning Framework for Option Pricing via Fourier Transform
por: Zhang, Liying, et al.
Publicado: (2025)

Pricing Barrier Options with DeepBSDEs
por: Ganesan, Narayan, et al.
Publicado: (2020)

Pricing Options on Forwards in Function-Valued Affine Stochastic Volatility Models
por: He, Jian, et al.
Publicado: (2025)

Deep Learning Option Pricing with Market Implied Volatility Surfaces
por: Ding, Lijie, et al.
Publicado: (2025)

Stochastic Expansion for the Pricing of Asian and Basket Options
por: Floc'h, Fabien Le
Publicado: (2024)

Deep Reinforcement Learning Algorithms for Option Hedging
por: Neagu, Andrei, et al.
Publicado: (2025)

KANOP: A Data-Efficient Option Pricing Model using Kolmogorov-Arnold Networks
por: Handal, Rushikesh, et al.
Publicado: (2024)

On Pricing of Discrete Asian and Lookback Options under the Heston Model
por: Perotti, Leonardo, et al.
Publicado: (2022)

Pricing Lookback Options on a Quantum Computer
por: Paquette, Florence, et al.
Publicado: (2026)

Machine Learning Methods for Pricing Financial Derivatives
por: Fan, Lei, et al.
Publicado: (2024)

Option Pricing with Stochastic Volatility, Equity Premium, and Interest Rates
por: Hao, Nicole, et al.
Publicado: (2024)

American Call Options Pricing With Modular Neural Networks
por: Unnikrishnan, Ananya
Publicado: (2024)

Empirical Models of the Time Evolution of SPX Option Prices
por: Brini, Alessio, et al.
Publicado: (2025)

Pricing American Parisian Options under General Time-Inhomogeneous Markov Models
por: Liu, Yuhao, et al.
Publicado: (2025)

European Option Pricing in Regime Switching Framework via Physics-Informed Residual Learning
por: Pande, Naman Krishna, et al.
Publicado: (2024)

Finance-Informed Neural Network: Learning the Geometry of Option Pricing
por: Aboussalah, Amine M., et al.
Publicado: (2024)

Neural Term Structure of Additive Process for Option Pricing
por: Lin, Jimin, et al.
Publicado: (2024)

Revisiting Stochastic Collocation with Exponential Splines for an Arbitrage-Free Interpolation of Option Prices
por: Floc'h, Fabien Le
Publicado: (2025)

Finite Element Method for HJB in Option Pricing with Stock Borrowing Fees
por: Kazbek, Rakhymzhan, et al.
Publicado: (2025)

Monte-Carlo Option Pricing in Quantum Parallel
por: Scriba, Robert, et al.
Publicado: (2025)

Real Option Pricing using Quantum Computers
por: Manzano, Alberto, et al.
Publicado: (2023)

Option Pricing with Convolutional Kolmogorov-Arnold Networks
por: Li, Zeyuan, et al.
Publicado: (2024)

A Gaussian Process Based Method with Deep Kernel Learning for Pricing High-dimensional American Options
por: Zhuang, Jirong, et al.
Publicado: (2023)

Marketron Through the Looking Glass: From Equity Dynamics to Option Pricing in Incomplete Markets
por: Halperin, Igor, et al.
Publicado: (2025)

Differential Machine Learning for 0DTE Options with Stochastic Volatility and Jumps
por: Sakuma, Takayuki
Publicado: (2026)

Stock Price Prediction and Traditional Models: An Approach to Achieve Short-, Medium- and Long-Term Goals
por: Alamu, Opeyemi Sheu, et al.
Publicado: (2024)

Mathematics of Differential Machine Learning in Derivative Pricing and Hedging
por: Gomes, Pedro Duarte
Publicado: (2024)

Boosting Binomial Exotic Option Pricing with Tensor Networks
por: van Damme, Maarten, et al.
Publicado: (2025)

Neural Network Learning of Black-Scholes Equation for Option Pricing
por: Santos, Daniel de Souza, et al.
Publicado: (2024)

End-to-End PDE-Based Quantum Algorithms for Multi-Asset Option Pricing under Local and Stochastic Volatility
por: Guseynov, Nikita, et al.
Publicado: (2026)

Beyond Black-Scholes: A Computational Framework for Option Pricing Using Heston, GARCH, and Jump Diffusion Models
por: Sidhu, Karmanpartap Singh, et al.
Publicado: (2026)

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates
por: Ter-Avanesov, Boris, et al.
Publicado: (2024)

Probabilistic Predictions of Option Prices with Modular Approximate Bayesian Inference
por: Maneesoonthorn, Worapree, et al.
Publicado: (2024)

Binary Tree Option Pricing Under Market Microstructure Effects: A Random Forest Approach
por: Deep, Akash, et al.
Publicado: (2025)

Accelerated Portfolio Optimization and Option Pricing with Reinforcement Learning
por: Keramati, Hadi, et al.
Publicado: (2025)

Designing On-Chain Options: Amortizing Perpetual Options
por: Bichuch, Maxim, et al.
Publicado: (2026)

Notes on the SWIFT method based on Shannon Wavelets for Option Pricing -- Revisited
por: Floc'h, Fabien Le
Publicado: (2024)

Exact Terminal Condition Neural Network for American Option Pricing Based on the Black-Scholes-Merton Equations
por: Zhang, Wenxuan, et al.
Publicado: (2025)