SSRNML & AI Methods
Machine Learning for Path-Dependent Contracts
The study introduces machine learning algorithms for pricing certain financial products and a new method for calculating sensitivities using Chebyshev interpolation techniques.
Featured in No. 27 on 29 Nov 2023 · 1 day after release
- Released
- 28 Nov 2023
- First featured
- No. 27 · 29 Nov 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 5
- Identifier
- SSRN 4646847
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