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European call price modelling using neural networks in considering volatility as stochastic with comparison to the Heston model

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0 Published in 2020 at "Journal of Statistical Computation and Simulation"

DOI: 10.1080/00949655.2020.1747463

Abstract: ABSTRACT The aim of this paper is to model the European call price using neural networks (NNs). Many existing works have treated the problem as Hutchinson et al. [(1994). A nonparametric approach to pricing and… read more here.

Keywords: neural networks; using neural; call price; model ... See more keywords