A Hybrid Approach to Modular and Gated Neural Networks for Option Pricing and Hedging

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Keywords	Machine Learning; Option Pricing; Neural Networks; Delta-Hedging; Hybrid Neural Networks; Modular Neural Networks; Gated Neural Network; Exponential Levy Models; Stochastic Volatility Models
Thesis Advisor	Dijk, D.J.C. van
Persistent URL	hdl.handle.net/2105/53019
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Duk, R.W.M. (2020, November 5). A Hybrid Approach to Modular and Gated Neural Networks for Option Pricing and Hedging. Econometrie. Retrieved from http://hdl.handle.net/2105/53019

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