Research Article
Heston-GA Hybrid Option Pricing Model Based on ResNet50
Table 6
The parameters of nonaffine Heston model.
| Option | Parameters | | | | | | |
| 510300 ETF | 0.050145 | 0.051107 | 0.039328 | 0.051053 | −0.6354 | 0.6675 | 159919 ETF | 0.058008 | 0.058008 | 0.061538 | 0.057898 | −0.7 | 0.478984 | 510050 ETF | 0.049317 | 0.772893 | 0.045445 | 0.049504 | −0.4937 | 0.755048 |
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