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Analysis 1 Derivat 1 Derivative 1 Hedging 1 Mathematical analysis 1 Mathematical programming 1 Mathematische Optimierung 1 Neural networks 1 Neuronale Netze 1 Option pricing theory 1 Optionspreistheorie 1 Stochastic process 1 Stochastischer Prozess 1 deep neural network 1 derivative pricing 1 neural stochastic differential equations 1 stochastic differential equations (SDEs) 1 stochastic gradient descent (SGD) 1
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English 1
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Gierjatowicz, Patrick 1 Sabate-Vidales, Marc 1 Siska, David 1 Szpruch, Łukasz 1 Žurič, Žan 1
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The journal of computational finance 1
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ECONIS (ZBW) 1
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Robust pricing and hedging via neural stochastic differential equations
Gierjatowicz, Patrick; Sabate-Vidales, Marc; Siska, David; … - In: The journal of computational finance 26 (2022) 3, pp. 1-32
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