Merged LSTM-MLP for option valuation

DOI10.1080/14697688.2025.2493965MaRDI QIDQ6885063zbMATH OpenFDO

Authors Rita Pimentel, Sjur Westgaard, Christian-Oliver Ewald

Publication date 12 December 2025

Published in Quantitative Finance (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

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