Machine learning for quantitative finance: fast derivative pricing, hedging and fitting
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Publication:4619509
DOI10.1080/14697688.2018.1495335zbMath1406.91439OpenAlexW2884544303WikidataQ129453877 ScholiaQ129453877MaRDI QIDQ4619509
Sofie Reyners, Wim Schoutens, Jan De Spiegeleer, Dilip B. Madan
Publication date: 6 February 2019
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://lirias.kuleuven.be/handle/123456789/633283
Learning and adaptive systems in artificial intelligence (68T05) Derivative securities (option pricing, hedging, etc.) (91G20)
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