Neural network approximation for superhedging prices
Francesca Biagini, Lukas Gonon, Thomas Reitsam
| Year of publication: |
2023
|
|---|---|
| Authors: | Biagini, Francesca ; Gonon, Lukas ; Reitsam, Thomas |
| Subject: | deep learning | quantile hedging | superhedging | Hedging | Neuronale Netze | Neural networks | Theorie | Theory | Stochastischer Prozess | Stochastic process |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/mafi.12363 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014278664