Option pricing using deep learning approach based on LSTM-GRU neural networks: Case of London stock exchange

Option pricing using deep learning approach based on LSTM-GRU neural networks: Case of London stock exchange

This study is a review of literature on machine learning to examine the potential of deep learning (DL) techniques in improving the accuracy of option pricing models versus the Black-Scholes model and capturingcomplex features in financial data. Neural networks and other machine learning models h...

Full description

Bibliographic Details
Main Authors: Habib Zouaoui, Meryem-Nadjat Naas
Format: Article
Language:English
Published: AIMS Press 2023-08-01
Series:Data Science in Finance and Economics
Subjects:
black scholes
deep learning
gru
lstm
option pricing
rnn
Online Access:https://www.aimspress.com/article/doi/10.3934/DSFE.2023016?viewType=HTML

Internet

https://www.aimspress.com/article/doi/10.3934/DSFE.2023016?viewType=HTML

Similar Items