Swing contract pricing: with and without neural networks (Q6581630)
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scientific article; zbMATH DE number 7889735
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Swing contract pricing: with and without neural networks |
scientific article; zbMATH DE number 7889735 |
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Swing contract pricing: with and without neural networks (English)
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31 July 2024
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swing contracts
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stochastic control
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stochastic approximation
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neural network
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Langevin dynamics
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greeks
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