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
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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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