Option valuation under no-arbitrage constraints with neural networks

Mathematics

• Option Valuation 100%
• Arbitrage 85%
• Neural Networks 60%
• Hedging 41%
• Performance Prediction 24%
• Implied Volatility 23%
• Model 21%
• Neural Network Model 19%
• Option Pricing 18%
• Forecasting 18%
• Exercise 16%
• Differentiability 15%
• Slope 15%
• Multiplicative 13%
• Alternatives 9%

Business & Economics

• No-arbitrage 79%
• Option Valuation 78%
• Neural Networks 77%
• Hedging 29%
• Differentiability 23%
• Valuation Model 18%
• Implied Volatility 17%
• Out-of-sample Forecasting 17%
• Option Pricing 16%
• Alternative Models 16%
• Network Model 16%
• Prediction 13%
• Exercise 12%
• Performance 6%

Engineering & Materials Science

• Neural networks 39%