Neural network approximation for superhedging prices (Q6054449)

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scientific article; zbMATH DE number 7743099
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English
Neural network approximation for superhedging prices
scientific article; zbMATH DE number 7743099

    Statements

    title
    Neural network approximation for superhedging prices (English)
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    arXiv ID
    2107.14113
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    DOI
    10.1111/mafi.12363
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    author
    Francesca Biagini
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    Lukas Gonon
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    Thomas Reitsam
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    publication date
    28 September 2023
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    zbMATH DE Number
    7743099
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    zbMATH Keywords
    deep learning
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    quantile hedging
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    superhedging
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    Wikidata QID
    Q114079411
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    OpenAlex ID
    W3189077290
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