TY - GEN
AU - Anderson, David
AU - Ulrych, Urban
TI - Accelerated American Option Pricing with deep neural networks
ET - This Version: December 2021
PB - Swiss Finance Institute
KW - American Option Pricing
KW - Deep Neural Networks
KW - Explainable Artificial Intelligence
KW - Speed-Accuracy Trade-Off
KW - Market Making
KW - Heston Model
KW - Computational Finance
KW - Graue Literatur
PY - 2021
BT - Research paper series / Swiss Finance Institute ; no 22, 03
CY - Geneva
UR - http://slubdd.de/katalog?TN_libero_mab2
ER -
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