An unsupervised deep learning approach to solving partial integro-differential equations
Weilong Fu and Ali Hirsa
| Year of publication: |
2022
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|---|---|
| Authors: | Fu, Weilong ; Hirsa, Ali |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 22.2022, 8, p. 1481-1494
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| Subject: | Deep learning | Lévy process | Neural network | Option pricing | PIDE | Experiment | Stochastischer Prozess | Stochastic process | Neuronale Netze | Neural networks | Optionspreistheorie | Option pricing theory | Lernprozess | Learning process |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2022.2057870 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013367923