Volatility risk premium, good volatility and bad volatility: Evidence from SSE 50 ETF options

Z Li, J Shen, W Xiao - The North American Journal of Economics and …, 2024 - Elsevier
This paper studies the impact of volatility risk premium of SSE 50 ETF options on the price
volatility of the underlying securities. After dividing options into different attributes including …

Neural network learning of Black-Scholes equation for option pricing

D de Souza Santos, TAE Ferreira - Neural Computing and Applications, 2024 - Springer
One of the most discussed problems in the financial world is stock option pricing. The Black-
Scholes equation is a parabolic partial differential equation which provides an option pricing …

Neural Network Learning of Black-Scholes Equation for Option Pricing

DS Santos, TAE Ferreira - arXiv preprint arXiv:2405.05780, 2024 - arxiv.org
One of the most discussed problems in the financial world is stock option pricing. The Black-
Scholes Equation is a Parabolic Partial Differential Equation which provides an option …