Deep learning for exotic option valuation
Jay Cao, Jacky Chen, John Hull, and Zissis Poulos
Year of publication: |
2022
|
---|---|
Authors: | Cao, Jay ; Chen, Jacky ; Hull, John ; Poulos, Zissis |
Published in: |
The journal of financial data science. - New York, NY : Pageant Media, Ltd., ISSN 2640-3951, ZDB-ID 2957666-0. - Vol. 4.2022, 1, p. 41-53
|
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Deep Learning for Exotic Option Valuation
Cao, Jay, (2021)
-
Deep Hedging of Derivatives Using Reinforcement Learning
Cao, Jay, (2020)
-
Deep hedging of derivatives using reinforcement learning
Cao, Jay, (2021)
- More ...