Explainable neural network for pricing and universal static hedging of contingent claims
type: Item
instance of: scholarly article
title: Explainable neural network for pricing and universal static hedging of contingent claims
author: Vikranth Lokeshwar
author: Vikram Bharadwaj
author: Shashi Jain
published in: Applied Mathematics and Computation
publication date: 2021-12-13T00:00:00Z
full work available at URL: https://arxiv.org/abs/1911.11362
Mathematics Subject Classification ID: 91Gxx
Mathematics Subject Classification ID: 65Cxx
Mathematics Subject Classification ID: 60Gxx
zbMATH DE Number: 7442849
zbMATH Keywords: universal static hedging
zbMATH Keywords: neural network
zbMATH Keywords: American Monte Carlo
zbMATH Keywords: regress later
MaRDI profile type: Publication
OpenAlex ID: W3216421894
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DOI: 10.1016/J.AMC.2021.126775
description: scientific article; zbMATH DE number 7442849