Pricing and Hedging American-Style Options with Deep...

Journal of Risk and Financial Management 2020 / 07 Vol. 13; Iss. 7

Pricing and Hedging American-Style Options with Deep Learning

Becker, Sebastian, Cheridito, Patrick, Jentzen, Arnulf
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Volume:
13
Journal:
Journal of Risk and Financial Management
DOI:
10.3390/jrfm13070158
Date:
July, 2020
File:
PDF, 385 KB
2020
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