Search Results for author: Kapil Arora

Found 2 papers, 1 papers with code

Integration of Fractional Order Black-Scholes Merton with Neural Network

no code implementations5 Oct 2023 Sarit Maitra, Vivek Mishra, Goutam Kr. Kundu, Kapil Arora

the key contribution of this work lies in the development of a novel option pricing model (FOBSM) that leverages fractional calculus and neural networks to enhance accuracy in capturing complex diffusion dynamics and memory effects in financial data.

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