Pages that link to "Item:Q2243318"

The following pages link to A deep learning approach for computations of exposure profiles for high-dimensional Bermudan options (Q2243318):

Displaying 7 items.

• The deep parametric PDE method and applications to option pricing (Q2161843) (← links)
• Sparse grid method for highly efficient computation of exposures for xVA (Q2168601) (← links)
• Neural network regression for Bermudan option pricing (Q2239248) (← links)
• Deep learning for CVA computations of large portfolios of financial derivatives (Q2244169) (← links)
• Learning the random variables in Monte Carlo simulations with stochastic gradient descent: Machine learning for parametric PDEs and financial derivative pricing (Q6178392) (← links)
• Neural network expression rates and applications of the deep parametric PDE method in counterparty credit risk (Q6549602) (← links)
• A static replication approach for callable interest rate derivatives: mathematical foundations and efficient estimation of SIMM–MVA (Q6576883) (← links)