Research Article
Heston-GA Hybrid Option Pricing Model Based on ResNet50
Table 5
The parameters of Heston-CIR model.
| Option | Parameters | | | | | | | | |
| 510300 ETF | 0.29599 | 0.03604 | 0.04210 | 0.04700 | −0.4 | 0.14506 | 0.02487 | 0.04506 | 159919 ETF | 0.06208 | 0.03646 | 0.06224 | 0.03644 | −0.6 | 0.05343 | 0.04537 | 0.06016 | 510050 ETF | 0.05441 | 0.04355 | 0.0436 | 0.06456 | −0.5 | 0.05432 | 0.04361 | 0.03472 |
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