SABR equipped with AI wings
Hideharu Funahashi
| Year of publication: |
2023
|
|---|---|
| Authors: | Funahashi, Hideharu |
| Subject: | Artificial neural network | Asymptotic expansion | Derivatives | Monte Carlo simulation | SABR stochastic volatility model | Monte-Carlo-Simulation | Derivat | Derivative | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Neuronale Netze | Neural networks | Volatilität | Volatility | Simulation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2022.2150561 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014232624