Investigating the Effectiveness of Option Pricing Using Machine learning models Compared to the Black-Scholes model

One of the fundamental challenges investors face in capital markets is risk management. Options are considered one of the most practical financial instruments for risk management. Therefore, the pricing methods for these instruments hold particular significance. However, the complex and nonlinear re...

Full description

Saved in:
Bibliographic Details
Main Authors: Reza Mahdavi, Eslam Fakher, Hasanali Sinaei
Format: Article
Language:fas
Published: Alzahra University 2025-06-01
Series:راهبرد مدیریت مالی
Subjects:
Online Access:https://jfm.alzahra.ac.ir/article_8612_41383bbe0a253b694c658196ac1b6f4d.pdf
Tags: Add Tag
No Tags, Be the first to tag this record!