Before revision:  Although neither historical nor implied volatility is used as an input, the results show that the trained models have been able to capture the option pricing mechanism better than or similar to the Black Scholes formula for all the experiments.
After revision:  Although neither historical nor implied volatility is used as an input, the results show that the trained models have been able to capture the option pricing mechanism better than or similar to the Black-Scholes formula for all the experiments.