"Data-Driven Neuro ARCH (DDNA) volatility model for Option Pricing on Cloud ..."

Manmohit Singh, Ruppa K. Thulasiram, Aerambamoorthy Thavaneswaran (2020)

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DOI: 10.1109/SSCI47803.2020.9308132

access: closed

type: Conference or Workshop Paper

metadata version: 2021-01-14

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Manmohit Singh, Ruppa K. Thulasiram, Aerambamoorthy Thavaneswaran:
Data-Driven Neuro ARCH (DDNA) volatility model for Option Pricing on Cloud Resources. SSCI 2020: 376-383

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