Bermudan Commodity Options Pricing with Neural Networks
Multi-layered neural networks used for option pricing in commodity markets with high accuracy.
Featured in No. 1 on 24 May 2023 · on release day
- Released
- 24 May 2023
- First featured
- No. 1 · 24 May 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 29
- Identifier
- RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:192-:d:1094945
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