DeepPricing: pricing convertible bonds based on financial time-series generative adversarial networks
- Standort
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Deutsche Nationalbibliothek Frankfurt am Main
- ISSN
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2199-4730
- Umfang
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Online-Ressource
- Sprache
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Englisch
- Anmerkungen
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online resource.
- Erschienen in
-
DeepPricing: pricing convertible bonds based on financial time-series generative adversarial networks ; volume:8 ; number:1 ; day:6 ; month:6 ; year:2022 ; pages:1-38 ; date:12.2022
Financial innovation ; 8, Heft 1 (6.6.2022), 1-38, 12.2022
- Klassifikation
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Wirtschaft
- Urheber
- Beteiligte Personen und Organisationen
-
SpringerLink (Online service)
- DOI
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10.1186/s40854-022-00369-y
- URN
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urn:nbn:de:101:1-2022080322153939109124
- Rechteinformation
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Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
15.08.2025, 07:27 MESZ
Datenpartner
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Beteiligte
- Tan, Xiaoyu
- Zhang, Zili
- Zhao, Xuejun
- Wang, Shuyi
- SpringerLink (Online service)
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