Pages that link to "Item:Q5234315"
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The following pages link to Generative Bayesian neural network model for risk-neutral pricing of American index options (Q5234315):
Displaying 6 items.
- Machine learning for quantitative finance: fast derivative pricing, hedging and fitting (Q4619509) (← links)
- Investment disputes and their explicit role in option market uncertainty and overall risk instability (Q6088776) (← links)
- Implied volatility smoothing at COVID-19 times (Q6134304) (← links)
- Deep-learning models for forecasting financial risk premia and their interpretations (Q6166211) (← links)
- Using interpolated implied volatility for analysing exogenous market changes (Q6538807) (← links)
- Unlocking the black box: non-parametric option pricing before and during COVID-19 (Q6547037) (← links)