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Deep Least Squares Monte Carlo methods for the valuation of variable annuities with guarantees

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Langrené, Nicolas, Luo, Xiaolin, Shevchenko, Pavel V., Zhang, Ruiyi
Format:	Preprint
Publié:	2026
Sujets:	Pricing of Securities Computational Finance 91G20, 91G30, 91G60, 62M45 G.3; G.1.6; F.2.1
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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