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~isPartOf:"Quantitative finance"
~subject:"Optionsgeschäft"
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Search: subject_exact:"Neuronale Netze"
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Efficient pricing and hedging of high-dimensional American options using deep recurrent networks
Na, Andrew S.
;
Wan, Justin W. L.
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 631-651
Persistent link: https://www.econbiz.de/10014304288
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Deep neural network framework based on backward stochastic differential equations for pricing and hedging American options in high dimensions
Chen, Yangang
;
Wan, Justin W. L.
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 45-67
Persistent link: https://www.econbiz.de/10012424632
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3
Generative Bayesian neural network model for risk-neutral pricing of American index options
Jang, Huisu
;
Lee, Jaewook
- In:
Quantitative finance
19
(
2019
)
4
,
pp. 587-603
Persistent link: https://www.econbiz.de/10012194699
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