Open AccessHeston-GA Hybrid Option Pricing Model Based on ResNet50
Author(s) -
Zheng Yang,
Liqin Zhang,
Xiangxing Tao,
Yanting Ji
Publication year - 2022
Publication title -
discrete dynamics in nature and society
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 0.264
H-Index - 39
eISSN - 1607-887X
pISSN - 1026-0226
DOI - 10.1155/2022/7274598
Subject(s) - heston model , computer science , valuation of options , interpretability , code (set theory) , econometrics , economics , stochastic volatility , artificial intelligence , volatility (finance) , set (abstract data type) , sabr volatility model , programming language
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom