The deep parametric PDE method and applications to option pricing (Q2161843)
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: The deep parametric PDE method and applications to option pricing |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The deep parametric PDE method and applications to option pricing |
scientific article |
Statements
The deep parametric PDE method and applications to option pricing (English)
0 references
5 August 2022
0 references
basket options
0 references
deep neural networks
0 references
high-dimensional problems
0 references
Greeks for multi-asset options
0 references
parametric option pricing
0 references
parametric partial differential equations
0 references
0 references
0 references
0 references
0 references
