Parametric models and non-parametric machine learning models for predicting option prices: Empirical comparison study over KOSPI 200 Index options - Concepedia

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Parametric models and non-parametric machine learning models for predicting option prices: Empirical comparison study over KOSPI 200 Index options

81

Citations

32

References

2014

Year

Hyejin Park, Namhyoung Kim, Jaewook Lee

Expert Systems with Applications

Econometric ModelOption PricingAsset PricingPredictive AnalyticsDerivative PricingParametric ModelsBusinessEconometricsApplied EconometricsKospi 200Econometric MethodIndex OptionsStatisticsFinance

References

	Year	Citations

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