Analysis of Option Butterfly Portfolio Models Based on Nonparametric Estimation Deep Learning Method
The option butterfly portfolio is the commonly option arbitrage strategy. In reality, because the distribution of the option state price density (SPD) function is not normal and unknown, so the nonparametric deep learning methods to estimate option butterfly portfolio returns are proposed. This pape...
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| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2023-01-01
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| Series: | Journal of Function Spaces |
| Online Access: | http://dx.doi.org/10.1155/2023/4989036 |
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