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Computing Black Scholes with Uncertain Volatility-A Machine Learning Approach

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Hellmuth, Kathrin, Klingenberg, Christian
Format:	Preprint
Publié:	2022
Sujets:	Mathematical Finance Computational Finance 65N35, 65N75, 91G60, 91G80
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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