Pricing options on flow forwards by neural networks in a Hilbert space (Q6181517): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 07:01, 10 July 2024
scientific article; zbMATH DE number 7782839
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing options on flow forwards by neural networks in a Hilbert space |
scientific article; zbMATH DE number 7782839 |
Statements
Pricing options on flow forwards by neural networks in a Hilbert space (English)
0 references
2 January 2024
0 references
Heath-Jarrow-Morton framework
0 references
stochastic partial differential equations
0 references
Hilbert space neural networks
0 references
forward curves
0 references
futures price
0 references
efficient option pricing
0 references
energy markets
0 references
