Optimizing Neural Networks for Bermudan Option Pricing: Convergence Acceleration, Future Exposure Evaluation and Interpolation in Counterparty Credit Risk

Fuente: arXiv

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Bibliographic Details
Main Authors:	Dhandapani, Vikranth Lokeshwar, Jain, Shashi
Format:	Preprint
Published:	2024
Subjects:	Computational Finance Pricing of Securities Risk Management
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2402.15936