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1. Calibration, Filtering and Hedging: Non-Linear Information Processing in Mathematical Finance

Author

Gonon, Lukas

Subjects
STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY), HEDGING (FINANCIAL MATHEMATICS), NEURAL NETWORKS (COMPUTER SYSTEMS), MARKOV PROCESSES (PROBABILITY THEORY), STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG), NEURONALE NETZWERKE (COMPUTERSYSTEME), MARKOVPROZESSE (WAHRSCHEINLICHKEITSRECHNUNG), KURSSICHERUNG (FINANZMATHEMATIK), Mathematics
Published
2018

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