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This study trains deep neural networks to approximate the present value of an autocallable, a highly path-dependent and customizable financial derivative in the
We study the performance of deep learning models on pricing options using inputs Option contracts are a financial derivative that represents the right,
Pricing and hedging derivatives in the market are crucial problems in the financial Deep hedging is an unsupervised learning-based approach to determine
Assume portfolio of 10,000 exotic options Scenarios and different risk views are generated to understand market changes on portfolio
27 août 2019 · More applications in finance are discussed in the Appendices Keywords Machine Learning, Regression Analysis, Jump-Diffusion, Derivatives
Options occupy a certain position in the derivatives market Researchers, speculators, and other traders all hope to get a reasonable price for each option