Deep Learning in Model Risk Neutral Distribution for Option Pricing

Keyphrases

• Option Pricing 100%
• Deep Learning 100%
• Model Risk 100%
• Risk-neutral Distribution 100%
• Deep Learning Methods 40%
• Pricing Analysis 40%
• Real-world Application 20%
• Underlying Asset 20%
• Data-driven Approach 20%
• Low Risk 20%
• Financial Engineering 20%
• Engineering Method 20%
• Software Studies 20%
• Mixture Distribution Model 20%
• Rational Investment 20%

Mathematics

• Option Pricing 100%
• Risk Model 100%
• Deep Learning Method 100%
• Option Price 40%
• Underlying Asset 20%
• Mixture Distribution 20%

Economics, Econometrics and Finance

• Pricing 100%
• Price 40%
• Financial Engineering 20%