A Time-Varying, Feature-Rearranged Convolutional Neural Network for Option Pricing.
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- Journal of Derivatives, 2024, v. 32, n. 2, p. 103, doi. 10.3905/jod.2024.1.215
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- Publication type:
- Article
Works matching IS 10741240 AND DT 2024 AND VI 32 AND IP 2
Results: 7
1
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GPU-Accelerated American Option Pricing: The Case of the Longstaff-Schwartz Monte Carlo Model.
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- Journal of Derivatives, 2024, v. 32, n. 2, p. 72, doi. 10.3905/jod.2024.1.216
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- Article
3
Modeling and Empirical Analysis of Option Pricing with Transaction Costs: A Sub-Mixed Fractional Brownian Motion Approach.
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- Journal of Derivatives, 2024, v. 32, n. 2, p. 56, doi. 10.3905/jod.2024.1.210
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- Publication type:
- Article
4
The Predictability of Coking Coal Futures Returns: A Perspective of Overreaction.
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- Journal of Derivatives, 2024, v. 32, n. 2, p. 38, doi. 10.3905/jod.2024.1.207
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- Publication type:
- Article
5
Recovery of Conditional Densities and Their Moments: Time Homogeneity and Anomalies.
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- Journal of Derivatives, 2024, v. 32, n. 2, p. 22, doi. 10.3905/jod.2024.1.213
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- Publication type:
- Article
6
SPAC to Basics: A Monte Carlo Approach to Valuing De-SPAC Warrants with Path-Dependent Redemption Features.
- Published in:
- Journal of Derivatives, 2024, v. 32, n. 2, p. 9, doi. 10.3905/jod.2024.1.217
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- Publication type:
- Article
7
Editor's Letter.
- Published in:
- Journal of Derivatives, 2024, v. 32, n. 2, p. 1, doi. 10.3905/jod.2024.32.2.001
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- Article