- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
1 Online-Ressource.
- Language
-
Englisch
- Bibliographic citation
-
Importance sampling for option pricing with feedforward neural networks ; volume:29 ; number:1 ; day:11 ; month:11 ; year:2024 ; pages:97-141 ; date:1.2025
Finance and stochastics ; 29, Heft 1 (11.11.2024), 97-141, 1.2025
- Creator
-
Arandjelović, Aleksandar
Rheinländer, Thorsten
Shevchenko, Pavel V.
- Contributor
-
SpringerLink (Online service)
- DOI
-
10.1007/s00780-024-00549-x
- URN
-
urn:nbn:de:101:1-2502242124501.063984200460
- Rights
-
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
15.08.2025, 7:29 AM CEST
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Arandjelović, Aleksandar
- Rheinländer, Thorsten
- Shevchenko, Pavel V.
- SpringerLink (Online service)
Other Objects (12)
American option pricing with importance sampling and shifted regressions
Option pricing: The empirical tests of the black-scholes pricing formula and the feed-forward network
Approximations of option price elasticities for importance sampling
A joint application of the put-call-parity and importance sampling to variance reduced option pricing
Least Squares Importance Sampling for Monte Carlo Security Pricing
Least Squares Importance Sampling for Monte Carlo Security Pricing
Strategic option pricing
Relativistic option pricing
Strategic option pricing
Simulation based option pricing
FFT based option pricing
FFT Based Option Pricing
American option pricing with importance sampling and shifted regressions
Option pricing: The empirical tests of the black-scholes pricing formula and the feed-forward network
Approximations of option price elasticities for importance sampling
A joint application of the put-call-parity and importance sampling to variance reduced option pricing
Least Squares Importance Sampling for Monte Carlo Security Pricing
Least Squares Importance Sampling for Monte Carlo Security Pricing
Strategic option pricing
Relativistic option pricing
Strategic option pricing
Simulation based option pricing
FFT based option pricing
FFT Based Option Pricing
American option pricing with importance sampling and shifted regressions
Option pricing: The empirical tests of the black-scholes pricing formula and the feed-forward network
Approximations of option price elasticities for importance sampling
A joint application of the put-call-parity and importance sampling to variance reduced option pricing
Least Squares Importance Sampling for Monte Carlo Security Pricing
Least Squares Importance Sampling for Monte Carlo Security Pricing
Strategic option pricing
Relativistic option pricing
Strategic option pricing
Simulation based option pricing
FFT based option pricing