Deep Option Pricing - Term Structure Models
Year of publication: |
2019
|
---|---|
Authors: | Kienitz, Joerg |
Other Persons: | Acar, Sarp Kaya (contributor) ; Liang, Qian (contributor) ; Nowaczyk, Nikolai (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Zinsstruktur | Yield curve |
Extent: | 1 Online-Ressource (22 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 4, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3498398 [DOI] |
Classification: | C02 - Mathematical Methods ; C45 - Neural Networks and Related Topics ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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