A new hybrid parametric and machine learning model with homogeneity hint for European-style index option pricing
Crossref DOI link: https://doi.org/10.1007/s00521-016-2303-y
Published Online: 2016-04-13
Published Print: 2017-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Das, Shom Prasad
Padhy, Sudarsan
Text and Data Mining valid from 2016-04-13