The deep parametric PDE method and applications to option pricing (Q2161843)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The deep parametric PDE method and applications to option pricing |
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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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