Work

Pricing Options in the Heston Model Using Artificial Neural Networks

Year: 2024

Type: article

Source: UNIVERSITY NEWS NORTH-CAUCASIAN REGION NATURAL SCIENCES SERIES

DOI: 10.18522/1026-2237-2024-4-1-31-37

Authors: Oleg E. Kudryavtsev, Natalia V. Danilova

Institution: Southern Federal University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4406375423

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