Heston-GA Hybrid Option Pricing Model Based on ResNet50

<div>Option price prediction of different models with different remaining terms (510300). (a) Pricing comparison of Heston-GA-ResNet50 model with BSM model and Heston model for 510300 ETF options. (b) Pricing comparison of Heston-GA-ResNet50 model with nonaffine model and Heston-CIR model for 510300 ETF options.</div>

Discrete Dynamics in Nature and Society

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Figure 9

Figure 9: Heston-GA Hybrid Option Pricing Model Based on ResNet50 