Option pricing: a comparison between black sholes model and a deep learning approach
Tumminiello, Giampaolo (A.A. 2018/2019) Option pricing: a comparison between black sholes model and a deep learning approach. Tesi di Laurea in Teoria e gestione del portafoglio, Luiss Guido Carli, relatore Nicola Borri, pp. 59. [Master's Degree Thesis]
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Abstract/Index
Literature review. Artificial neural network literature. Theoretical part. Black-scholes-merton model. Deep learning models. Feedforward neural networks. Empirical part. Data and environments. Performance metrics. Neural network architecture.
References
Bibliografia: pp. 45-47.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Teoria e gestione del portafoglio |
| Thesis Supervisor: | Borri, Nicola |
| Thesis Co-Supervisor: | Benigno, Pierpaolo |
| Academic Year: | 2018/2019 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 22 Sep 2020 10:55 |
| Last Modified: | 22 Sep 2020 10:55 |
| URI: | https://tesi.luiss.it/id/eprint/27181 |
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