Hybrid method based on neural networks and Monte Carlo simulation in view of a tradeoff between accuracy and computational time (Q5079831)
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scientific article; zbMATH DE number 7533584
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hybrid method based on neural networks and Monte Carlo simulation in view of a tradeoff between accuracy and computational time |
scientific article; zbMATH DE number 7533584 |
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Hybrid method based on neural networks and Monte Carlo simulation in view of a tradeoff between accuracy and computational time (English)
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30 May 2022
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neural networks
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Monte Carlo simulation
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hybrid method
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computational time
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accuracy
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option pricing
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0.84306836
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0.83245623
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0.8316677
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0.8299081
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0.82849634
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