Automatic control variates for option pricing using neural networks (Q2040464)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Automatic control variates for option pricing using neural networks |
scientific article |
Statements
Automatic control variates for option pricing using neural networks (English)
0 references
14 July 2021
0 references
Monte Carlo method
0 references
neural networks
0 references
variance reduction
0 references
control variate
0 references
effective dimension
0 references
0 references
0 references
