Explainable neural network for pricing and universal static hedging of contingent claims (Q2060236)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Explainable neural network for pricing and universal static hedging of contingent claims |
scientific article; zbMATH DE number 7442849
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explainable neural network for pricing and universal static hedging of contingent claims |
scientific article; zbMATH DE number 7442849 |
Statements
Explainable neural network for pricing and universal static hedging of contingent claims (English)
0 references
13 December 2021
0 references
universal static hedging
0 references
neural network
0 references
American Monte Carlo
0 references
regress later
0 references
0 references
