Machine learning for quantitative finance: fast derivative pricing, hedging and fitting (Q4619509): 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 16:37, 5 March 2024
scientific article; zbMATH DE number 7013631
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Machine learning for quantitative finance: fast derivative pricing, hedging and fitting |
scientific article; zbMATH DE number 7013631 |
Statements
Machine learning for quantitative finance: fast derivative pricing, hedging and fitting (English)
0 references
6 February 2019
0 references
machine learning
0 references
Gaussian processes
0 references
derivative pricing
0 references
hedging
0 references
volatility surface
0 references
