Generative Bayesian neural network model for risk-neutral pricing of American index options (Q5234315)
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scientific article; zbMATH DE number 7110437
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generative Bayesian neural network model for risk-neutral pricing of American index options |
scientific article; zbMATH DE number 7110437 |
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Generative Bayesian neural network model for risk-neutral pricing of American index options (English)
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26 September 2019
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American index option market
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generative Bayesian learning
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machine learning
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financial option models
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option pricing
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