Supervised deep neural networks (DNNs) for pricing/calibration of vanilla/exotic options under various different processes
Tugce Karatas, Amir Oskoui, and Ali Hirsa
| Year of publication: |
2024
|
|---|---|
| Authors: | Karatas, Tugce ; Oskoui, Amir ; Hirsa, Ali |
| Published in: |
Peter Carr Gedenkschrift : research advances in mathematical finance. - New Jersey : World Scientific, ISBN 978-981-12-8029-0. - 2024, p. 445-474
|
| Subject: | Machine learning | Derivatives | Deep neural networks | Neuronale Netze | Neural networks | Künstliche Intelligenz | Artificial intelligence | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015447035