Pages that link to "Item:Q4991044"
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The following pages link to Machine learning for pricing American options in high-dimensional Markovian and non-Markovian models (Q4991044):
Displayed 16 items.
- Gaussian process regression for pricing variable annuities with stochastic volatility and interest rate (Q2044803) (← links)
- DNN expression rate analysis of high-dimensional PDEs: application to option pricing (Q2117328) (← links)
- Computational analysis of the behavior of stochastic volatility models with financial applications (Q2141573) (← links)
- Deep neural network approximations for solutions of PDEs based on Monte Carlo algorithms (Q2152480) (← links)
- Moving average options: machine learning and Gauss-Hermite quadrature for a double non-Markovian problem (Q2158055) (← links)
- Overcoming the curse of dimensionality in the numerical approximation of parabolic partial differential equations with gradient-dependent nonlinearities (Q2162115) (← links)
- Deep Splitting Method for Parabolic PDEs (Q4958922) (← links)
- Pricing Options under Rough Volatility with Backward SPDEs (Q5065084) (← links)
- Short-dated smile under rough volatility: asymptotics and numerics (Q5072906) (← links)
- JDOI variance reduction method and the pricing of American-style options (Q5079357) (← links)
- American Options in the Volterra Heston Model (Q5080128) (← links)
- KrigHedge: Gaussian Process Surrogates for Delta Hedging (Q5093245) (← links)
- Numerical Simulations for Full History Recursive Multilevel Picard Approximations for Systems of High-Dimensional Partial Differential Equations (Q5162373) (← links)
- A deep-genetic algorithm (deep-GA) approach for high-dimensional nonlinear parabolic partial differential equations (Q6184720) (← links)
- Local volatility under rough volatility (Q6187367) (← links)
- Applications of artificial neural networks to simulating Lévy processes (Q6187854) (← links)