Deep Learning in Financial Modeling: Predicting European Put Option Prices with Neural Networks
This paper explores the application of deep neural networks (DNNs) as an alternative to the traditional Black–Scholes model for predicting European put option prices. Using synthetic datasets generated under the Black–Scholes framework, the proposed DNN achieved strong predictive performance, with a...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-03-01
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| Series: | Algorithms |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1999-4893/18/3/161 |
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