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1 Ergebnisse
1
European High-Dimensional Option Pricing using Backward Sto..:
, In:
Proceedings of the 2023 6th International Conference on Mathematics and Statistics
,
Widianto, Aldi Eka Wahyu
;
Putri, Endah Rokhmati Merdika
;
Mukhlash, Imam
. - p. 120-125 , 2023
Link:
https://dl.acm.org/doi/10.1145/3613347.3613366
RT T1 <cTitle>Proceedings of the 2023 6th International Conference on Mathematics and Statistics</cTitle>: T1 <Title>European High-Dimensional Option Pricing using Backward Stochastic Differential Equation-Based Convolutional Neural Network</Title> UL https://suche.suub.uni-bremen.de/peid=acm-3613366&Exemplar=1&LAN=DE A1 Widianto, Aldi Eka Wahyu A1 Putri, Endah Rokhmati Merdika A1 Mukhlash, Imam A1 Iqbal, Mohammad PB ACM YR 2023 K1 BSDE K1 CNN K1 Deep BSDE K1 Option pricing K1 deep neural network K1 Computing methodologies K1 Machine learning K1 Machine learning approaches K1 Neural networks SP 120 OP 125 LK http://dx.doi.org/https://dl.acm.org/doi/10.1145/3613347.3613366 DO https://dl.acm.org/doi/10.1145/3613347.3613366 SF ELIB - SuUB Bremen
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