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Publication:2880924
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zbMath1235.68146MaRDI QIDQ2880924

René Garcia, Yoshua Bengio, Charles Dugas, François Bélisle, Claude Nadeau

Publication date: 17 April 2012

Full work available at URL: http://www.jmlr.org/papers/v10/dugas09a.html

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

monotonicityneural networksconvexityuniversal approximationcall options


Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Derivative securities (option pricing, hedging, etc.) (91G20) Neural nets and related approaches to inference from stochastic processes (62M45)


Related Items

Arbitrage-Free Neural-SDE Market Models, Can a Machine Correct Option Pricing Models?, Option valuation under no-arbitrage constraints with neural networks, Unnamed Item



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