Simultaneous upper and lower bounds of American option prices with hedging via neural networks (Q6427492)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Simultaneous upper and lower bounds of American option prices with hedging via neural networks |
scientific article; zbMATH DE number 900581340
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simultaneous upper and lower bounds of American option prices with hedging via neural networks |
scientific article; zbMATH DE number 900581340 |
Statements
23 February 2023
0 references
q-fin.CP
0 references
math.PR
0 references
stat.ML
0 references
