Applications of Multivariate Quasi-Random Sampling with Neural Networks (Q6154301)
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scientific article; zbMATH DE number 7805192
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| English | Applications of Multivariate Quasi-Random Sampling with Neural Networks |
scientific article; zbMATH DE number 7805192 |
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Applications of Multivariate Quasi-Random Sampling with Neural Networks (English)
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14 February 2024
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generative moment matching networks
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copulas
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quasi-random sampling
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American basket option pricing
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ARMA-GARCH
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predictive distributions
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0.6945104002952576
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0.6920949220657349
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0.6696153879165649
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