Pricing options on flow forwards by neural networks in a Hilbert space (Q6181517)
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scientific article; zbMATH DE number 7782839
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing options on flow forwards by neural networks in a Hilbert space |
scientific article; zbMATH DE number 7782839 |
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Pricing options on flow forwards by neural networks in a Hilbert space (English)
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2 January 2024
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Heath-Jarrow-Morton framework
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stochastic partial differential equations
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Hilbert space neural networks
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forward curves
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futures price
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efficient option pricing
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energy markets
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