Artificial neural network for option pricing with and without asymptotic correction (Q5014190)
From MaRDI portal
scientific article; zbMATH DE number 7436787
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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)
0 references
1 December 2021
0 references
artificial neural network
0 references
deep learning
0 references
Wiener-Itô chaos expansion
0 references
option pricing
0 references
derivatives
0 references
Monte Carlo simulation
0 references
0 references
0 references
0 references
0 references
0 references
