Option valuation under no-arbitrage constraints with neural networks (Q2030534): Difference between revisions
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Latest revision as of 20:02, 16 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option valuation under no-arbitrage constraints with neural networks |
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Option valuation under no-arbitrage constraints with neural networks (English)
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7 June 2021
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finance
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artificial neural networks
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implied volatilities
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option Greeks
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hedging
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