Delta force : option pricing with differential machine learning
Year of publication: |
2022
|
---|---|
Authors: | Grønnegaard Frandsen, Magnus ; Cramer Pedersen, Tobias ; Poulsen, Rolf |
Published in: |
Digital finance : smart data analytics, investment innovation, and financial technology. - [Cham] : Springer Nature Switzerland AG, ISSN 2524-6186, ZDB-ID 2947479-6. - Vol. 4.2022, 1, p. 1-15
|
Subject: | Differential machine learning | option pricing | Optionspreistheorie | Option pricing theory | Künstliche Intelligenz | Artificial intelligence | Lernprozess | Learning process | Black-Scholes-Modell | Black-Scholes model |
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