Application of Tensor Neural Networks to Pricing Bermudan Swaptions

Fuente: arXiv

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Bibliographic Details
Main Authors:	Patel, Raj G., Dominguez, Tomas, Dib, Mohammad, Palmer, Samuel, Cadarso, Andrea, Contreras, Fernando De Lope, Ratnani, Abdelkader, Casanova, Francisco Gomez, Hernández-Santana, Senaida, Díaz-Fernández, Álvaro, Andrés, Eva, Luis-Hita, Jorge, Sánchez-Martínez, Escolástico, Mugel, Samuel, Orus, Roman
Format:	Preprint
Published:	2023
Subjects:	Computational Finance Computational Engineering, Finance, and Science Machine Learning Quantum Physics
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2304.09750