Deep Learning for Derivatives Pricing Study
The research proposes two ways to learn the price of derivatives using neural networks, focusing on price differences and differences between prices of derivatives based on different asset prices.
Featured in No. 14 on 30 Aug 2023 · 3 days after release
- Released
- 27 Aug 2023
- First featured
- No. 14 · 30 Aug 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4553139
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).