Heston-GA hybrid option pricing model based on ResNet50 (Q2088431): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
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+Q4905685
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+Stock Price Distributions with Stochastic Volatility: An Analytic Approach
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+A closed form solution for vulnerable options with Heston's stochastic volatility
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+Nonlinear PDE model for European options with transaction costs under Heston stochastic volatility
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+On the Heston Model with Stochastic Interest Rates
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+A closed-form pricing formula for European options under the Heston model with stochastic interest rate
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+A closed-form pricing formula for European options under a new stochastic volatility model with a stochastic long-term mean
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+Pricing foreign exchange options under a hybrid Heston-Cox-Ingersoll-Ross model with regime switching
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+Option pricing under the Heston model where the interest rate follows the Vasicek model
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+Mixed fractional Heston model and the pricing of American options
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+The Alpha‐Heston stochastic volatility model
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+Pricing of volatility derivatives in a Heston-CIR model with Markov-modulated jump diffusion
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+THE 4/2 STOCHASTIC VOLATILITY MODEL: A UNIFIED APPROACH FOR THE HESTON AND THE 3/2 MODEL
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+The characteristic function of rough Heston models
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+A SEMI-ANALYTICAL PRICING FORMULA FOR EUROPEAN OPTIONS UNDER THE ROUGH HESTON-CIR MODEL
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+European call price modelling using neural networks in considering volatility as stochastic with comparison to the Heston model
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+Artificial neural network for option pricing with and without asymptotic correction
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+Neocognition: A self-organizing neural network model for a mechanism of pattern recognition unaffected by shift in position
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