A general framework of derivatives pricing
Liangliang Zhang
| Year of publication: |
2020
|
|---|---|
| Authors: | Zhang, Liangliang |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 10.2020, 2, p. 255-266
|
| Subject: | Clustering | Machine Learning | Calibration | Asset Pricing | Curve Fitting | Optionspreistheorie | Option pricing theory | CAPM | Derivat | Derivative | Künstliche Intelligenz | Artificial intelligence | Börsenkurs | Share price | Lernprozess | Learning process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/jmf.2020.102016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012545688