Deep weighted Monte Carlo: a hybrid option pricing framework using neural networks (Q6158425)
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scientific article; zbMATH DE number 7698400
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Deep weighted Monte Carlo: a hybrid option pricing framework using neural networks |
scientific article; zbMATH DE number 7698400 |
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Deep weighted Monte Carlo: a hybrid option pricing framework using neural networks (English)
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20 June 2023
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volatility surface
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deep learning
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option pricing
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variational autoencoders
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Monte Carlo
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