Improved model-free bounds for multi-asset options using option-implied information and deep learning

Fuente: arXiv

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Bibliographic Details
Main Authors:	Dragazi, Evangelia, Liu, Shuaiqiang, Papapantoleon, Antonis
Format:	Preprint
Published:	2024
Subjects:	Pricing of Securities Machine Learning Optimization and Control 91G20, 91G60, 68T07
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2404.02343