Deep Learning Application in Rainbow Options Pricing

Subject Areas : Financial Mathematics

Ali Bolfake ¹ , Seyed Nourollah Mousavi ² , Sima Mashayekhi ³

1 - Department of Mathematics, Faculty of Sciences, Arak University, Arak 38156-8-8349, Iran
2 - Department of Mathematics, Faculty of Sciences, Arak University, Arak 38156-8-8349, Iran
3 - Department of Mathematics, Faculty of Sciences, Arak University, Arak 38156-8-8349, Iran

Received: 2022-10-18 Accepted : 2023-01-16 Published : 2023-07-01

Keywords:

References:

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