Vol-1773⫷ Vol-1774 ⫸Vol-1775
urn:nbn:de:0074-1774-0


Vol-1774/MIDAS2016_paper2⫷Vol-1774/MIDAS2016_paper4⫸Vol-1774/MIDAS2016_paper7
Huisu JangJaewook Lee 0001

A general framework for building machine learning models for pricing american index options with no-arbitrage and its limitation