Importance sampling for option pricing with feedforward neural networks (Q6659479)
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: Importance sampling for option pricing with feedforward neural networks |
scientific article; zbMATH DE number 7963952
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Importance sampling for option pricing with feedforward neural networks |
scientific article; zbMATH DE number 7963952 |
Statements
Importance sampling for option pricing with feedforward neural networks (English)
0 references
9 January 2025
0 references
Cameron-Martin space
0 references
Doléans-Dade exponential
0 references
feedforward neural networks
0 references
importance sampling
0 references
universal approximation
0 references
0 references
0 references
0 references
0 references
