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

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Dhandapani, Vikranth Lokeshwar, Jain, Shashi
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Computational Finance Pricing of Securities Risk Management
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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