Bayesian Neural Networks for Option Pricing

dc.rights.license	CC-BY-NC-ND
dc.contributor.advisor	Oosterlee, C.W.
dc.contributor.author	Blankers, Benjamin
dc.date.accessioned	2025-08-12T13:00:41Z
dc.date.available	2025-08-12T13:00:41Z
dc.date.issued	2025
dc.identifier.uri	https://studenttheses.uu.nl/handle/20.500.12932/49681
dc.description.abstract	This thesis develops a novel approach for pricing European options through Bayesian machine learning. Exploring popular techniques such as the COS method, Neural networks and MC dropout and utilising their advantages in a unique way.
dc.description.sponsorship	Utrecht University
dc.language.iso	EN
dc.subject	This thesis develops a novel approach for pricing European options through Bayesian machine learning. Exploring popular techniques such as the COS method, Neural networks and MC dropout and utilising their advantages in a unique way.
dc.title	Bayesian Neural Networks for Option Pricing
dc.type.content	Bachelor Thesis
dc.rights.accessrights	Open Access
dc.subject.keywords	Option pricing; European Options; Bayesian Machine Learning; COS Method; Bayesian Neural Networks; Financial Mathematics;
dc.subject.courseuu	Wiskunde
dc.thesis.id	51410