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Latest revision as of 20:48, 29 July 2024

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The deep parametric PDE method and applications to option pricing
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    The deep parametric PDE method and applications to option pricing (English)
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    5 August 2022
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    basket options
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    deep neural networks
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    high-dimensional problems
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    Greeks for multi-asset options
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    parametric option pricing
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    parametric partial differential equations
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