ML-QuantSubscribe

SSRNDerivatives & Volatility

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

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page