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Simultaneous upper and lower bounds of American-style option prices with hedging via neural networks

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Guo, Ivan, Langrené, Nicolas, Wu, Jiahao
Formato:	Preprint
Publicado:	2023
Materias:	Computational Finance Probability Machine Learning 91G20, 91G60, 93E20, 62M45, 49M29 G.3; G.1.6
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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