Neural network approximation for superhedging prices (Q6054449)
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scientific article; zbMATH DE number 7743099
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Neural network approximation for superhedging prices |
scientific article; zbMATH DE number 7743099 |
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Neural network approximation for superhedging prices (English)
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28 September 2023
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deep learning
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quantile hedging
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superhedging
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