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SABR equipped with AI wings - MaRDI portal

SABR equipped with AI wings (Q6158397)

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scientific article; zbMATH DE number 7698380
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English
SABR equipped with AI wings
scientific article; zbMATH DE number 7698380

    Statements

    title
    SABR equipped with AI wings (English)
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    author
    Hideharu Funahashi
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    publication date
    20 June 2023
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    zbMATH Keywords
    artificial neural network
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    SABR stochastic volatility model
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    derivatives
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    asymptotic expansion
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    Monte Carlo simulation
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    Identifiers

    zbMATH DE Number
    7698380
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    OpenAlex ID
    W4312225082
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