Quantitative comparison of option pricing models: neural networks vs. stochastic models

Bibliographic Details
Main Author: Nyholm, Sebastian
Other Authors: Jyväskylä University School of Business and Economics, Jyväskylän yliopiston kauppakorkeakoulu, University of Jyväskylä, Jyväskylän yliopisto, Economics, Taloustiede
Format: Master's thesis
Language:eng
Published: 2024
Online Access: https://jyx.jyu.fi/handle/123456789/94711
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annif_keywords_txtF_mv pricing options (securities) stochastic processes prices securities (economics)
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author Nyholm, Sebastian
author2 Jyväskylä University School of Business and Economics Jyväskylän yliopiston kauppakorkeakoulu University of Jyväskylä Jyväskylän yliopisto Economics Taloustiede
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spellingShingle Nyholm, Sebastian Quantitative comparison of option pricing models: neural networks vs. stochastic models
subject_txtF Taloustiede
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title Quantitative comparison of option pricing models: neural networks vs. stochastic models
title_full Quantitative comparison of option pricing models: neural networks vs. stochastic models
title_fullStr Quantitative comparison of option pricing models: neural networks vs. stochastic models Quantitative comparison of option pricing models: neural networks vs. stochastic models
title_full_unstemmed Quantitative comparison of option pricing models: neural networks vs. stochastic models Quantitative comparison of option pricing models: neural networks vs. stochastic models
title_short Quantitative comparison of option pricing models: neural networks vs. stochastic models
title_sort quantitative comparison of option pricing models neural networks vs stochastic models
title_txtP Quantitative comparison of option pricing models: neural networks vs. stochastic models
url https://jyx.jyu.fi/handle/123456789/94711 http://www.urn.fi/URN:NBN:fi:jyu-202405063478
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