Pages that link to "Item:Q2715556"

The following pages link to Neural networks for contingent claim pricing via the Galerkin method (Q2715556):

Displaying 8 items.

• Explainable neural network for pricing and universal static hedging of contingent claims (Q2060236) (← links)
• The deep parametric PDE method and applications to option pricing (Q2161843) (← links)
• Neural network regression for Bermudan option pricing (Q2239248) (← links)
• Neural networks applied to chain-ladder reserving (Q2323655) (← links)
• Neural network embedding of the over-dispersed Poisson reserving model (Q5210997) (← links)
• A NEURAL NETWORK BOOSTED DOUBLE OVERDISPERSED POISSON CLAIMS RESERVING MODEL (Q5213437) (← links)
• Neural network approximation for superhedging prices (Q6054449) (← links)
• A Neural Network Approach to High-Dimensional Optimal Switching Problems with Jumps in Energy Markets (Q6070671) (← links)