Artificial neural network for option pricing with and without asymptotic correction (Q5014190)
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scientific article; zbMATH DE number 7436787
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Artificial neural network for option pricing with and without asymptotic correction |
scientific article; zbMATH DE number 7436787 |
Statements
Artificial neural network for option pricing with and without asymptotic correction (English)
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1 December 2021
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artificial neural network
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deep learning
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Wiener-Itô chaos expansion
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option pricing
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derivatives
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Monte Carlo simulation
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0.7942291498184204
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0.7762022018432617
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0.755446195602417
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0.7533504962921143
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