Option valuation under no-arbitrage constraints with neural networks (Q2030534): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: SMOTE / rank | |||
Normal rank | |||
Revision as of 06:35, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option valuation under no-arbitrage constraints with neural networks |
scientific article |
Statements
Option valuation under no-arbitrage constraints with neural networks (English)
0 references
7 June 2021
0 references
finance
0 references
artificial neural networks
0 references
implied volatilities
0 references
option Greeks
0 references
hedging
0 references
