Deep Learning for Option Pricing Using TAIEX Options
碩士 === 國立臺北商業大學 === 財務金融系研究所 === 107 === This paper explores the pricing of TAIEX put options with deep learning. We first choose the contracts which volume over 1000 lots to avoid the problem of liquidity, then convert call premiums with high strike price to those of put by using the put-call parit...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/ff87uk |