Pricing options on flow forwards by neural networks in a Hilbert space

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Publication:6181517

DOI10.1007/s00780-023-00520-2zbMath1530.91562arXiv2202.11606OpenAlexW4388972635MaRDI QIDQ6181517

Luca Galimberti, Fred Espen Benth, Nils Detering

Publication date: 2 January 2024

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2202.11606






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