SABR equipped with AI wings (Q6158397)
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scientific article; zbMATH DE number 7698380
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SABR equipped with AI wings |
scientific article; zbMATH DE number 7698380 |
Statements
SABR equipped with AI wings (English)
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20 June 2023
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artificial neural network
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SABR stochastic volatility model
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derivatives
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asymptotic expansion
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Monte Carlo simulation
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