Work

Option pricing using Machine Learning

Year: 2020

Type: article

Source: Expert Systems with Applications

DOI: 10.1016/j.eswa.2020.113799

Author: Codruț-Florin Ivașcu

Institution: Bucharest University of Economic Studies

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3046848818

FWCI: 8.053

Cites: 46

Cited by: 87

Related to: 10