Pricing options on flow forwards by neural networks in a Hilbert space (Q6181517): Difference between revisions

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Latest revision as of 19:12, 30 December 2024

scientific article; zbMATH DE number 7782839
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English
Pricing options on flow forwards by neural networks in a Hilbert space
scientific article; zbMATH DE number 7782839

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    Pricing options on flow forwards by neural networks in a Hilbert space (English)
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    2 January 2024
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    Heath-Jarrow-Morton framework
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    stochastic partial differential equations
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    Hilbert space neural networks
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    forward curves
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    futures price
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    efficient option pricing
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    energy markets
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