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"A new hybrid parametric and machine learning model with homogeneity hint ..."

Shom Prasad Das, Sudarsan Padhy (2017)

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DOI: 10.1007/S00521-016-2303-Y

access: closed

type: Journal Article

metadata version: 2020-09-10

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Shom Prasad Das, Sudarsan Padhy:
A new hybrid parametric and machine learning model with homogeneity hint for European-style index option pricing. Neural Comput. Appl. 28(12): 4061-4077 (2017)

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