scientific article
From MaRDI portal
Publication:2880924
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.
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