Explainable neural network for pricing and universal static hedging of contingent claims (Q2060236): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.amc.2021.126775 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.AMC.2021.126775 / rank | |||
Normal rank | |||
Latest revision as of 22:01, 16 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explainable neural network for pricing and universal static hedging of contingent claims |
scientific article |
Statements
Explainable neural network for pricing and universal static hedging of contingent claims (English)
0 references
13 December 2021
0 references
universal static hedging
0 references
neural network
0 references
American Monte Carlo
0 references
regress later
0 references
0 references
