Calibrating FBSDEs driven models in finance via NNs
Year of publication: |
2022
|
---|---|
Authors: | Di Persio, Luca ; Lavagnoli, Emanuele ; Patacca, Marco |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 10.2022, 12, Art.-No. 227, p. 1-19
|
Subject: | Black–Scholes–Barenblatt | neural networks | stochastic volatility models | Neuronale Netze | Neural networks | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Finanzmarkt | Financial market | Prognoseverfahren | Forecasting model |
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