BOUNDS ON MULTI-ASSET DERIVATIVES VIA NEURAL NETWORKS (Q5854317)
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scientific article; zbMATH DE number 7323553
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BOUNDS ON MULTI-ASSET DERIVATIVES VIA NEURAL NETWORKS |
scientific article; zbMATH DE number 7323553 |
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BOUNDS ON MULTI-ASSET DERIVATIVES VIA NEURAL NETWORKS (English)
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16 March 2021
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neural networks
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arbitrage bounds
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multivariate options
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optimal transport
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