Computing Black Scholes with Uncertain Volatility-A Machine Learning Approach

Fuente: arXiv

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Bibliographic Details
Main Authors:	Hellmuth, Kathrin, Klingenberg, Christian
Format:	Preprint
Published:	2022
Subjects:	Mathematical Finance Computational Finance 65N35, 65N75, 91G60, 91G80
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2202.07378