Artificial neural network for option pricing with and without asymptotic correction
Hideharu Funahashi
| Year of publication: |
2021
|
|---|---|
| Authors: | Funahashi, Hideharu |
| Subject: | Artificial neural network | Deep learning | Derivatives | Monte Carlo simulation | Option pricing | Wiener-Itô chaos expansion | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Neuronale Netze | Neural networks | Monte-Carlo-Simulation | Künstliche Intelligenz | Artificial intelligence |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2020.1812702 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012483840