A new hybrid parametric and machine learning model with homogeneity hint for European-style index option pricing
2016 ◽
Vol 28
(12)
◽
pp. 4061-4077
◽
Keyword(s):
2020 ◽
Vol 16
(6)
◽
pp. 958
◽
2018 ◽
2021 ◽
Vol 739
(1)
◽
pp. 012017
Keyword(s):
Keyword(s):