Deep ReLU network expression rates for option prices in high-dimensional, exponential Lévy models
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- ISSN
-
1432-1122
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Anmerkungen
-
online resource.
- Erschienen in
-
Deep ReLU network expression rates for option prices in high-dimensional, exponential Lévy models ; volume:25 ; number:4 ; day:31 ; month:8 ; year:2021 ; pages:615-657 ; date:10.2021
Finance and stochastics ; 25, Heft 4 (31.8.2021), 615-657, 10.2021
- Klassifikation
-
Wirtschaft
- Urheber
- Beteiligte Personen und Organisationen
-
SpringerLink (Online service)
- DOI
-
10.1007/s00780-021-00462-7
- URN
-
urn:nbn:de:101:1-2021121807182440003834
- Rechteinformation
-
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
- 15.08.2025, 07:26 MESZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Beteiligte
- Gonon, Lukas
- Schwab, Christoph
- SpringerLink (Online service)
Ähnliche Objekte (12)
Deep ReLU network expression rates for option prices in high-dimensional, exponential Lévy models
Option calibration of exponential Lévy models: Implementation and empirical results
Spectral calibration of exponential Lévy
Spectral calibration of exponential Lévy
Spectral calibration of exponential Lévy Models [2]
Spectral calibration of exponential Lévy Models [1]
Multilevel Monte Carlo for exponential Lévy models
Exponential of Lévy processes as a stock price
European and Asian Greeks for Exponential Lévy Processes
Confidence sets in nonparametric calibration of exponential Lévy models
Confidence sets in nonparametric calibration of exponential Lévy models
DNN Expression Rate Analysis of High-Dimensional PDEs: Application to Option Pricing
Deep ReLU network expression rates for option prices in high-dimensional, exponential Lévy models
Option calibration of exponential Lévy models: Implementation and empirical results
Spectral calibration of exponential Lévy
Spectral calibration of exponential Lévy
Spectral calibration of exponential Lévy Models [2]
Spectral calibration of exponential Lévy Models [1]
Multilevel Monte Carlo for exponential Lévy models
Exponential of Lévy processes as a stock price
European and Asian Greeks for Exponential Lévy Processes
Confidence sets in nonparametric calibration of exponential Lévy models
Confidence sets in nonparametric calibration of exponential Lévy models
DNN Expression Rate Analysis of High-Dimensional PDEs: Application to Option Pricing
Deep ReLU network expression rates for option prices in high-dimensional, exponential Lévy models
Option calibration of exponential Lévy models: Implementation and empirical results
Spectral calibration of exponential Lévy
Spectral calibration of exponential Lévy
Spectral calibration of exponential Lévy Models [2]
Spectral calibration of exponential Lévy Models [1]
Multilevel Monte Carlo for exponential Lévy models
Exponential of Lévy processes as a stock price
European and Asian Greeks for Exponential Lévy Processes
Confidence sets in nonparametric calibration of exponential Lévy models
Confidence sets in nonparametric calibration of exponential Lévy models