Pricing options on flow forwards by neural networks in a Hilbert space
Fred Espen Benth, Nils Detering, Luca Galimberti
| Year of publication: |
2024
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|---|---|
| Authors: | Benth, Fred Espen ; Detering, Nils ; Galimberti, Luca |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 1432-1122, ZDB-ID 1467022-7. - Vol. 28.2024, 1, p. 81-121
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| Subject: | Efficient option pricing | Energy markets | Forward curves | Futures price | Heath-Jarrow-Morton framework | Hilbert space neural networks | Stochastic partial differential equations | Neuronale Netze | Neural networks | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Derivat | Derivative | Energiemarkt | Energy market | Analysis | Mathematical analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00780-023-00520-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014447586