Academic Thesis
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Basic information
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| Name | Imai Yuto |
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| researchmap researcher code | 7000007449 |
| researchmap agency | Japan System Techniques Univesity |
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Option pricing for Barndorff-Nielsen and Shephard model by supervised deep
learning
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Takuji Arai and Yuto Imai
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International Journal of Financial Engineering
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2025
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10.1142/S2424786324500117
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Url
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