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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Detalles Bibliográficos

Autores principales:	Reza Mahdavi, Eslam Fakher, Hasanali Sinaei
Formato:	Artigo
Lenguaje:	Persa
Publicado:	Alzahra University 2025-06-01
Colección:	راهبرد مدیریت مالی
Materias:	option pricing black-scholes model machine learning method
Acceso en línea:	https://jfm.alzahra.ac.ir/article_8612_41383bbe0a253b694c658196ac1b6f4d.pdf
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