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~person:"Chen, Yangang"
~person:"La Torre, Davide"
~subject:"Hedging"
~subject:"Nutzenfunktion"
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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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