Research Article

Heston-GA Hybrid Option Pricing Model Based on ResNet50

Table 6

The parameters of nonaffine Heston model.

OptionParameters

510300 ETF0.0501450.0511070.0393280.051053−0.63540.6675
159919 ETF0.0580080.0580080.0615380.057898−0.70.478984
510050 ETF0.0493170.7728930.0454450.049504−0.49370.755048