Neural network approximation for superhedging prices
Year of publication: |
2023
|
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Authors: | Biagini, Francesca ; Gonon, Lukas ; Reitsam, Thomas |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 33.2023, 1, p. 146-184
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Subject: | deep learning | quantile hedging | superhedging | Theorie | Theory | Neuronale Netze | Neural networks | Hedging | Experiment | Stochastischer Prozess | Stochastic process |
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