Sökning: "Erik Alexander Aslaksen Jonasson"
Hittade 1 uppsats innehållade orden Erik Alexander Aslaksen Jonasson.
1. Differential Deep Learning for Pricing Exotic Financial Derivatives
Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)Sammanfattning : Calculating the value of a financial derivative is a central problem in quantitative finance. For many exotic derivatives there are no closed-form solutions for present values, instead, computationally expensive Monte Carlo methods are used for valuation. LÄS MER
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