Applying Automatic Deep Learning to Estimate Risk Neutral Density for Option Pricing and Trading
碩士 === 國立交通大學 === 資訊管理研究所 === 107 === Option pricing has long been researched over the past years. In the past, the estimation of the underlying asset price distribution was usually resolved by statistical and stochastic processes. However, these traditional methods made some strict economic assumpt...
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| Format: | Others |
| Language: | en_US |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/96ycn6 |