Machine learning for quantitative finance: fast derivative pricing, hedging and fitting (Q4619509): Difference between revisions

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Property / cites work: THE RANGE OF TRADED OPTION PRICES / rank
 
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Latest revision as of 17:09, 14 September 2024

scientific article; zbMATH DE number 7013631
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English
Machine learning for quantitative finance: fast derivative pricing, hedging and fitting
scientific article; zbMATH DE number 7013631

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    Machine learning for quantitative finance: fast derivative pricing, hedging and fitting (English)
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    6 February 2019
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    machine learning
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    Gaussian processes
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    derivative pricing
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    hedging
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    volatility surface
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