Deep stochastic optimization in finance
A. Max Reppen, H. Mete Soner, Valentin Tissot-Daguette
| Year of publication: |
2023
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| Authors: | Reppen, A. Max ; Soner, Halil Mete ; Tissot-Daguette, Valentin |
| Published in: |
Digital finance : smart data analytics, investment innovation, and financial technology. - [Cham] : Springer Nature Switzerland AG, ISSN 2524-6186, ZDB-ID 2947479-6. - Vol. 5.2023, 1, p. 91-111
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| Subject: | 49N35 | 65C05 | 91G60 | American options | ERM | Hedging | Neural networks | Neuronale Netze | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Mathematische Optimierung | Mathematical programming | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Black-Scholes-Modell | Black-Scholes model | Europäisches Währungssystem | European Monetary System |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s42521-022-00074-6 [DOI] |
| Classification: | C02 - Mathematical Methods ; C63 - Computational Techniques |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014251569