پروژه لاتکس ( 64012 )

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شرح پروژه

#کدپروژه : 64012
موضوع: پروژه لاتکس

 سلام وقتتون بخیر
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با لاتک نوشته شده


1.On Calibration Neural Networks for extracting implied information from American options Shuaiqiang Liu1 , Alvaro Leitao ,2020
2.Trinity, "Monte Carlo simulation algorithms for the pricing of American options," 2008.
3.Á. L. Shuaiqiang Liu, "Machine Learning to Compute Implied Volatility from European/American Options Considering Dividend Yield," SIAM Journal on Scientific, 2020.
4.A. L. Shuaiqiang Liu, "On Calibration Neural Networks for extracting implied," 2020.
5.J. W. Vollrath, "Calibration of interest rate and option models using differential," SSRN Electronic Journal, 2009.
6.A. Neisy,K.Salmani, Financial engineering and market modeling with MATLAB software approach, Tehran: Allameh Tabatabei university, 1397.                                                                                                                                              7. Bloch, Daniel Alexandre. Option pricing with machine learning. Available at SSRN 3486224, 2019.
8. Horvath B., Muguruza A., Tomas M. Deep learning volatility: A deep neural network
perspective on pricing and calibration in (rough) volatility models. Preprint,
arXiv:1901.09647v1, 2019.
[9] Hutchinson, James M, Lo, Andrew W, and Poggio, Tomaso. A nonparametric approach
to pricing and hedging derivative securities via learning networks. The journal
of Finance, 49(3):851–889, 1994.
[10] Hutchinson, James M, Lo, Andrew W, and Poggio, Tomaso. A nonparametric approach
to pricing and hedging derivative securities via learning networks. The journal
of Finance, 49(3):851–889, 1994.
[11] Malliaris, Mary and Salchenberger, Linda. A neural network model for estimating option prices. Applied Intelligence, 3(3):193–206, 1993.
[12] Stafford, D. Machine learning in option pricing. University of Oulu, Oulu Business
School. PhD thesis, Master Thesis, 2018.
[13] Stark, Lauri et al. Machine learning and options pricing: A comparison of black-scholes
and a deep neural network in pricing and hedging dax 30 index options. 2017.
[14] Stark, Lauri et al. Machine learning and options pricing: A comparison of black-scholes
and a deep neural network in pricing and hedging dax 30 index options. 2017.
[15] Stone, Henry. Calibrating rough volatility models: a convolutional neural network
approach. Quantitative Finance, 20(3):379–392, 2020.


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0325

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