Machine learning for quantitative finance: fast derivative pricing, hedging and fitting (Q4619509)
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scientific article; zbMATH DE number 7013631
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Machine learning for quantitative finance: fast derivative pricing, hedging and fitting |
scientific article; zbMATH DE number 7013631 |
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Machine learning for quantitative finance: fast derivative pricing, hedging and fitting (English)
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6 February 2019
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machine learning
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Gaussian processes
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derivative pricing
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hedging
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volatility surface
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