Dual-Hybrid Modeling for Option Pricing of CSI 300ETF

The reasonable pricing of options can effectively help investors avoid risks and obtain benefits, which plays a very important role in the stability of the financial market. The traditional single option pricing model often fails to meet the ideal expectations due to its limited conditions. Combinin...

وصف كامل

التفاصيل البيبلوغرافية

الحاوية / القاعدة:	Information
المؤلفون الرئيسيون:	Kejing Zhao, Jinliang Zhang, Qing Liu
التنسيق:	مقال
اللغة:	الإنجليزية
منشور في:	MDPI AG 2022-01-01
الموضوعات:	CSI 300ETF options random forest CNN-LSTM double hybrid model ridge regression model robustness
الوصول للمادة أونلاين:	https://www.mdpi.com/2078-2489/13/1/36