Machine Learning for Option Exercise Prediction
Machine learning methods have been found to be more effective than traditional assumptions in predicting whether an American call option will be exercised.
Featured in No. 96 on 7 May 2025 · 12 days after release
- Released
- 25 Apr 2025
- First featured
- No. 96 · 7 May 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 61
- Identifier
- SSRN 5241260
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