Deep ReLU network expression rates for option prices in high-dimensional, exponential Lévy models
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- ISSN
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1432-1122
- Extent
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Online-Ressource
- Language
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Englisch
- Notes
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online resource.
- Bibliographic citation
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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
- Classification
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Wirtschaft
- Creator
- Contributor
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SpringerLink (Online service)
- DOI
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10.1007/s00780-021-00462-7
- URN
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urn:nbn:de:101:1-2021121807182440003834
- Rights
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Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
- 15.08.2025, 7:26 AM CEST
Data provider
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Associated
- Gonon, Lukas
- Schwab, Christoph
- SpringerLink (Online service)
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On efficient binomial option price approximations
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Deep ReLU network expression rates for option prices in high-dimensional, exponential Lévy models
Stock Illiquidity, option prices, and option returns
Examining binomial option price approximations
Exponential of Lévy processes as a stock price
Option calibration of exponential Lévy models: Implementation and empirical results
On efficient binomial option price approximations
Can trading volume explain option prices?
Recovering Stochastic Processes from Option Prices
Recovering Probability Distributions from Option Prices
Recovering Stochastic Processes from Option Prices
DNN Expression Rate Analysis of High-Dimensional PDEs: Application to Option Pricing