Deep weighted Monte Carlo: a hybrid option pricing framework using neural networks (Q6158425)
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scientific article; zbMATH DE number 7698400
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| English | Deep weighted Monte Carlo: a hybrid option pricing framework using neural networks |
scientific article; zbMATH DE number 7698400 |
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Deep weighted Monte Carlo: a hybrid option pricing framework using neural networks (English)
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20 June 2023
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volatility surface
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deep learning
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option pricing
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variational autoencoders
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Monte Carlo
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0.7154930830001831
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0.6967028975486755
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0.6881574988365173
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0.684273362159729
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0.6830424666404724
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