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1 Ergebnisse
1
Model-Agnostic Pricing of Exotic Derivatives Using Signatur..:
, In:
3rd ACM International Conference on AI in Finance
,
Alden, Andrew
;
Ventre, Carmine
;
Horvath, Blanka
. - p. 96-104 , 2022
Link:
https://dl.acm.org/doi/10.1145/3533271.3561740
RT T1
3rd ACM International Conference on AI in Finance
: T1
Model-Agnostic Pricing of Exotic Derivatives Using Signatures
UL https://suche.suub.uni-bremen.de/peid=acm-3561740&Exemplar=1&LAN=DE A1 Alden, Andrew A1 Ventre, Carmine A1 Horvath, Blanka A1 Lee, Gordon PB ACM YR 2022 K1 Autocallables K1 Barrier Options K1 Fast Derivative Pricing K1 Path Signature K1 Rainbow Options K1 Mathematics of computing K1 Probability and statistics K1 Stochastic processes K1 Computing methodologies K1 Machine learning K1 Machine learning approaches K1 Kernel methods K1 Neural networks SP 96 OP 104 LK http://dx.doi.org/https://dl.acm.org/doi/10.1145/3533271.3561740 DO https://dl.acm.org/doi/10.1145/3533271.3561740 SF ELIB - SuUB Bremen
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