Derivatives pricing via machine learning
Year of publication: |
2019
|
---|---|
Authors: | Ye, Tingting ; Zhang, Liangliang |
Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 9.2019, 3, p. 561-589
|
Subject: | Machine Learning | Regression Analysis | Jump-Diffusion | Derivatives Pricing | Hilbert Space | Orthogonal Projection | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Künstliche Intelligenz | Artificial intelligence | Regressionsanalyse | Regression analysis |
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