The deep parametric PDE method and applications to option pricing (Q2161843): Difference between revisions
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Revision as of 00:16, 5 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The deep parametric PDE method and applications to option pricing |
scientific article |
Statements
The deep parametric PDE method and applications to option pricing (English)
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5 August 2022
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basket options
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deep neural networks
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high-dimensional problems
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Greeks for multi-asset options
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parametric option pricing
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parametric partial differential equations
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