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Arbitrage Pricing 1 Arbitrage pricing 1 Artificial intelligence 1 CAPM 1 Derivat 1 Derivative 1 Forecasting model 1 Greeks 1 Künstliche Intelligenz 1 Least-square Monte Carlo 1 Likelihood ratio 1 Machine learning 1 Malliavin weighting 1 Monte Carlo finite difference 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Option pricing theory 1 Optionspreistheorie 1 Path derivative method 1 Portfolio selection 1 Portfolio-Management 1 Prognoseverfahren 1 Real-time derivatives pricing 1 Regression pricing 1 Risk neutral no arbitrage pricing 1
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Tian, Ruyan 1 Yang, Qing 1 Ye, Tingting 1 Zhang, Liangliang 1
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Review of derivatives research 1
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A general machine learning framework of real-time evaluation for financial derivatives portfolios
Zhang, Liangliang; Tian, Ruyan; Yang, Qing; Ye, Tingting - In: Review of derivatives research 28 (2025) 2, pp. 1-21
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