Can a Machine Correct Option Pricing Models?
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Cites work
- A closed-form solution for options with stochastic volatility with applications to bond and currency options
- A novel pricing method for European options based on Fourier-cosine series expansions
- A selective overview of deep learning
- Approximation by superpositions of a sigmoidal function
- Arbitrage-free SVI volatility surfaces
- Asymptotic normality of a combined regression estimator
- Deep hedging
- scientific article; zbMATH DE number 226825 (Why is no real title available?)
- Incorporating functional knowledge in neural networks
- Local quasi-likelihood with a parametric guide
- Multilayer feedforward networks are universal approximators
- Nonparametric option pricing under shape restrictions
- Nonparametric spot volatility from options
- On deep learning as a remedy for the curse of dimensionality in nonparametric regression
- Option pricing with model-guided nonparametric methods
- Options and Efficiency
- Parametrically Guided Non‐parametric Regression
- Post-'87 crash fears in the S\&P 500 futures option market
- Pricing and hedging derivative securities with neural networks and a homogeneity hint
- The pricing of options and corporate liabilities
- Transform Analysis and Asset Pricing for Affine Jump-diffusions
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