Pages that link to "Item:Q2239248"
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The following pages link to Neural network regression for Bermudan option pricing (Q2239248):
Displaying 17 items.
- Robust artificial neural networks for pricing of European options (Q853592) (← links)
- Explainable neural network for pricing and universal static hedging of contingent claims (Q2060236) (← links)
- A deep learning approach for computations of exposure profiles for high-dimensional Bermudan options (Q2243318) (← links)
- PRICING OF HIGH-DIMENSIONAL AMERICAN OPTIONS BY NEURAL NETWORKS (Q3576955) (← links)
- American Options in the Volterra Heston Model (Q5080128) (← links)
- Solving High-Dimensional Optimal Stopping Problems Using Optimization Based Model Order Reduction (Q5879352) (← links)
- Neural network approximation for superhedging prices (Q6054449) (← links)
- Pricing Bermudan Options Using Regression Trees/Random Forests (Q6070674) (← links)
- A deep learning approach to the probabilistic numerical solution of path-dependent partial differential equations (Q6114174) (← links)
- Convergence of the Backward Deep BSDE Method with Applications to Optimal Stopping Problems (Q6143826) (← links)
- Pricing High-Dimensional Bermudan Options with Hierarchical Tensor Formats (Q6159076) (← links)
- Learning the random variables in Monte Carlo simulations with stochastic gradient descent: Machine learning for parametric PDEs and financial derivative pricing (Q6178392) (← links)
- Deep signature algorithm for multidimensional path-dependent options (Q6496949) (← links)
- Deep neural network expressivity for optimal stopping problems (Q6565562) (← links)
- Risk management with local least squares Monte Carlo (Q6569736) (← links)
- Swing contract pricing: with and without neural networks (Q6581630) (← links)
- Recent developments in machine learning methods for stochastic control and games (Q6615618) (← links)
