Machine learning in finance : the case of deep learning for option pricing
Robert Culkin and Sanjiv R. Das
| Year of publication: |
2017
|
|---|---|
| Authors: | Culkin, Robert ; Das, Sanjiv R. |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 15.2017, 4, p. 92-100
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| Subject: | Neural networks | deep learning | option pricing | nonlinearities | Künstliche Intelligenz | Artificial intelligence | Neuronale Netze | Optionspreistheorie | Option pricing theory | Lernprozess | Learning process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011914917