Neural networks for contingent claim pricing via the Galerkin method (Q2715556)

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scientific article; zbMATH DE number 1607982
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English
Neural networks for contingent claim pricing via the Galerkin method
scientific article; zbMATH DE number 1607982

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    20 June 2001
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    differential equation
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    contingent claim prices
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    option pricing
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    Neural networks for contingent claim pricing via the Galerkin method (English)
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