Explainable neural network for pricing and universal static hedging of contingent claims (Q2060236): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 05:43, 5 March 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
