Accurate Neural Network Option Pricing Methods with Control Variate Techniques and Data Synthesis/Cleaning with Financial Rationality.

@inproceedings{hsu-2024-accurate, author = {Chia-Wei Hsu and Tian-Shyr Dai and Chuan-Ju Wang and Ying-Ping Chen}, editor = {Edoardo Serra and Francesca Spezzano}, title = {{Accurate Neural Network Option Pricing Methods with Control Variate Techniques and Data Synthesis/Cleaning with Financial Rationality}}, booktitle = {{Proceedings of the 33rd ACM International Conference on Information and Knowledge Management, CIKM 2024, Boise, ID, USA, October 21-25, 2024}}, pages = {860--869}, publisher = {ACM}, year = {2024}, url = {https://doi.org/10.1145/3627673.3679530}, doi = {https://doi.org/10.1145/3627673.3679530} }