@misc
{TN_libero_mab2,
author = {
Anderson, David
AND
Ulrych, Urban
},
title = {
Accelerated American Option Pricing with deep neural networks
},
edition = {
This Version: December 2021
}
,
publisher = {Swiss Finance Institute},
keywords = {
American Option Pricing
,
Deep Neural Networks
,
Explainable Artificial Intelligence
,
Speed-Accuracy Trade-Off
,
Market Making
,
Heston Model
,
Computational Finance
,
Graue Literatur
},
year = {2021},
booktitle = {Research paper series / Swiss Finance Institute ; no 22, 03},
address = {
Geneva
},
url = {
http://slubdd.de/katalog?TN_libero_mab2
}
}