{"id":"https://openalex.org/W7134195789","doi":"https://doi.org/10.1109/bigdata66926.2025.11401643","title":"Option Pricing based on the DeepOption Framework with Arbitrage-Free Constraints and an Enhanced Transformer Model","display_name":"Option Pricing based on the DeepOption Framework with Arbitrage-Free Constraints and an Enhanced Transformer Model","publication_year":2025,"publication_date":"2025-12-08","ids":{"openalex":"https://openalex.org/W7134195789","doi":"https://doi.org/10.1109/bigdata66926.2025.11401643"},"language":null,"primary_location":{"id":"doi:10.1109/bigdata66926.2025.11401643","is_oa":false,"landing_page_url":"https://doi.org/10.1109/bigdata66926.2025.11401643","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2025 IEEE International Conference on Big Data (BigData)","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5042872688","display_name":"Zhaoju Wang","orcid":null},"institutions":[{"id":"https://openalex.org/I181326427","display_name":"Donghua University","ror":"https://ror.org/035psfh38","country_code":"CN","type":"education","lineage":["https://openalex.org/I181326427"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Zhaoju Wang","raw_affiliation_strings":["School of Computer Science and Technology, Donghua University,Shanghai,China"],"affiliations":[{"raw_affiliation_string":"School of Computer Science and Technology, Donghua University,Shanghai,China","institution_ids":["https://openalex.org/I181326427"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5108681526","display_name":"Qiao Pan","orcid":"https://orcid.org/0009-0004-1797-8643"},"institutions":[{"id":"https://openalex.org/I181326427","display_name":"Donghua University","ror":"https://ror.org/035psfh38","country_code":"CN","type":"education","lineage":["https://openalex.org/I181326427"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Qiao Pan","raw_affiliation_strings":["School of Computer Science and Technology, Donghua University,Shanghai,China"],"affiliations":[{"raw_affiliation_string":"School of Computer Science and Technology, Donghua University,Shanghai,China","institution_ids":["https://openalex.org/I181326427"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5013292507","display_name":"Fei Huang","orcid":"https://orcid.org/0000-0002-6478-863X"},"institutions":[{"id":"https://openalex.org/I181326427","display_name":"Donghua University","ror":"https://ror.org/035psfh38","country_code":"CN","type":"education","lineage":["https://openalex.org/I181326427"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Fei Huang","raw_affiliation_strings":["School of Computer Science and Technology, Donghua University,Shanghai,China"],"affiliations":[{"raw_affiliation_string":"School of Computer Science and Technology, Donghua University,Shanghai,China","institution_ids":["https://openalex.org/I181326427"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5042872688"],"corresponding_institution_ids":["https://openalex.org/I181326427"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.82452357,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"1204","last_page":"1211"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.4893999993801117,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.4893999993801117,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11976","display_name":"Capital Investment and Risk Analysis","score":0.22609999775886536,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.11540000140666962,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/valuation-of-options","display_name":"Valuation of options","score":0.4187000095844269},{"id":"https://openalex.org/keywords/transformer","display_name":"Transformer","score":0.35679998993873596},{"id":"https://openalex.org/keywords/minification","display_name":"Minification","score":0.28870001435279846},{"id":"https://openalex.org/keywords/finite-difference-methods-for-option-pricing","display_name":"Finite difference methods for option pricing","score":0.2786000072956085},{"id":"https://openalex.org/keywords/context","display_name":"Context (archaeology)","score":0.23309999704360962}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5396000146865845},{"id":"https://openalex.org/C194483076","wikidata":"https://www.wikidata.org/wiki/Q380382","display_name":"Valuation of options","level":2,"score":0.4187000095844269},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.4074999988079071},{"id":"https://openalex.org/C66322947","wikidata":"https://www.wikidata.org/wiki/Q11658","display_name":"Transformer","level":3,"score":0.35679998993873596},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.29170000553131104},{"id":"https://openalex.org/C147764199","wikidata":"https://www.wikidata.org/wiki/Q6865248","display_name":"Minification","level":2,"score":0.28870001435279846},{"id":"https://openalex.org/C104859751","wikidata":"https://www.wikidata.org/wiki/Q5450390","display_name":"Finite difference methods for option pricing","level":4,"score":0.2786000072956085},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.23649999499320984},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.23309999704360962},{"id":"https://openalex.org/C166827900","wikidata":"https://www.wikidata.org/wiki/Q7843049","display_name":"Trinomial tree","level":4,"score":0.22349999845027924}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/bigdata66926.2025.11401643","is_oa":false,"landing_page_url":"https://doi.org/10.1109/bigdata66926.2025.11401643","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2025 IEEE International Conference on Big Data (BigData)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":16,"referenced_works":["https://openalex.org/W1480459000","https://openalex.org/W1982039177","https://openalex.org/W1991421718","https://openalex.org/W2024056468","https://openalex.org/W2058076138","https://openalex.org/W2064978316","https://openalex.org/W2077791698","https://openalex.org/W2110569122","https://openalex.org/W2111154541","https://openalex.org/W2146612430","https://openalex.org/W2151065060","https://openalex.org/W2524982171","https://openalex.org/W3114385598","https://openalex.org/W3122167020","https://openalex.org/W3124697700","https://openalex.org/W4301088890"],"related_works":[],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2026-03-09T07:06:17.341095","created_date":"2026-03-09T00:00:00"}
