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

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...

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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:
option pricing
black-scholes model
machine learning method
Online Access:https://jfm.alzahra.ac.ir/article_8612_41383bbe0a253b694c658196ac1b6f4d.pdf
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