Reliable option pricing through deep learning: an anomaly score-based approach

DOI10.3934/NHM.2025043MaRDI QIDQ6883110zbMATH OpenFDO

Authors Jihong Park, Jeonggyu Huh, Jaegi Jeon

Publication date 16 December 2025

Published in Networks and Heterogeneous Media (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

zbMATH Keywords

deep learningoption pricinganomaly detectionisolation forestdata reliability

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Artificial neural networks and deep learning (68T07)

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