"Option Pricing based on the DeepOption Framework with Arbitrage-Free ..."

Zhaoju Wang, Qiao Pan, Fei Huang (2025)

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DOI: 10.1109/BIGDATA66926.2025.11401643

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type: Conference or Workshop Paper

metadata version: 2026-03-17

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Zhaoju Wang, Qiao Pan, Fei Huang:
Option Pricing based on the DeepOption Framework with Arbitrage-Free Constraints and an Enhanced Transformer Model. IEEE Big Data 2025: 1204-1211

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