Adaptive neural network surrogate model for solving the implied volatility of time-dependent American option via Bayesian inference (Q2696739)
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| Language | Label | Description | Also known as |
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| English | Adaptive neural network surrogate model for solving the implied volatility of time-dependent American option via Bayesian inference |
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Adaptive neural network surrogate model for solving the implied volatility of time-dependent American option via Bayesian inference (English)
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17 April 2023
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adaptive neural network surrogate method
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primal-dual active-set method
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far-field technique
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Bayesian inverse problem
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Metropolis-Hastings sampling
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