Lookback option pricing under the double Heston model using a deep learning algorithm
Crossref DOI link: https://doi.org/10.1007/s40314-022-02098-5
Published Online: 2022-11-05
Published Print: 2022-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Motameni, Mahsa
Mehrdoust, Farshid
Najafi, Ali Reza
Text and Data Mining valid from 2022-11-05
Version of Record valid from 2022-11-05
Article History
Received: 25 July 2022
Revised: 26 September 2022
Accepted: 19 October 2022
First Online: 5 November 2022
Declarations
:
: We declare that we have no conflict of interest.