Applications of artificial neural networks to simulating Lévy processes (Q6187854): Difference between revisions

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scientific article; zbMATH DE number 7798142
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English
Applications of artificial neural networks to simulating Lévy processes
scientific article; zbMATH DE number 7798142

    Statements

    Applications of artificial neural networks to simulating Lévy processes (English)
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    1 February 2024
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    Lévy models
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    machine learning
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    artificial neural networks
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    option pricing
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    Monte Carlo
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