@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 }
}
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