Author: Ouwehand, Peter
Similar Items: Deep Calibration of Option Pricing Models
- Sequential Calibration of Asset Pricing Models to Option Prices
- A Comparison Between Break-Even Volatility and Deep Hedging For Option Pricing
- Option pricing using hidden Markov models
- Pricing multi-asset options in exponential levy models
- Quantifying Model Risk in Option Pricing and Value-at-Risk Models
- Pricing a Bermudan option under the constant elasticity of variance model