An Efficient Machine Learning Framework for Option Pricing via Fourier Transform

Documenti analoghi

• Can Machine Learning Algorithms Outperform Traditional Models for Option Pricing?
  di: Milyushkov, Georgy
  Pubblicazione: (2025)
• European Option Pricing in Regime Switching Framework via Physics-Informed Residual Learning
  di: Pande, Naman Krishna, et al.
  Pubblicazione: (2024)
• Pricing American Options using Machine Learning Algorithms
  di: Djagba, Prudence, et al.
  Pubblicazione: (2024)
• Leveraging Machine Learning for High-Dimensional Option Pricing within the Uncertain Volatility Model
  di: Goudenege, Ludovic, et al.
  Pubblicazione: (2024)
• KANOP: A Data-Efficient Option Pricing Model using Kolmogorov-Arnold Networks
  di: Handal, Rushikesh, et al.
  Pubblicazione: (2024)