Deep learning Profit & Loss
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References listed on IDEAS
- Longstaff, Francis A & Schwartz, Eduardo S, 2001. "Valuing American Options by Simulation: A Simple Least-Squares Approach," The Review of Financial Studies, Society for Financial Studies, vol. 14(1), pages 113-147.
- Alexander J. McNeil & Rüdiger Frey & Paul Embrechts, 2015. "Quantitative Risk Management: Concepts, Techniques and Tools Revised edition," Economics Books, Princeton University Press, edition 2, number 10496.
- Ryan Ferguson & Andrew Green, 2018. "Deeply Learning Derivatives," Papers 1809.02233, arXiv.org, revised Oct 2018.
- repec:cdl:anderf:qt43n1k4jb is not listed on IDEAS
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2020-06-29 (Big Data)
- NEP-CMP-2020-06-29 (Computational Economics)
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