Applications of artificial neural networks to simulating Lévy processes (Q6187854)
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scientific article; zbMATH DE number 7798142
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Applications of artificial neural networks to simulating Lévy processes |
scientific article; zbMATH DE number 7798142 |
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Applications of artificial neural networks to simulating Lévy processes (English)
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1 February 2024
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Lévy models
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machine learning
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artificial neural networks
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option pricing
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Monte Carlo
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