Optimal stopping via randomized neural networks.
- Published in:
- Frontiers of Mathematical Finance, 2024, v. 3, n. 1, p. 1, doi. 10.3934/fmf.2023022
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- Publication type:
- Article
Works matching IS 27696715 AND DT 2024 AND VI 3 AND IP 1
Results: 5
1
2
On the universality of the volatility formation process: When machine learning and rough volatility agree.
- Published in:
- Frontiers of Mathematical Finance, 2024, v. 3, n. 1, p. 1, doi. 10.3934/fmf.2024002
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- Publication type:
- Article
3
Filtration reduction and incomplete markets.
- Published in:
- Frontiers of Mathematical Finance, 2024, v. 3, n. 1, p. 1, doi. 10.3934/fmf.2024001
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- Publication type:
- Article
4
Extreme measures in continuous time Conic Finance.
- Published in:
- Frontiers of Mathematical Finance, 2024, v. 3, n. 1, p. 1, doi. 10.3934/fmf.2023021
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- Publication type:
- Article
5
A default system with overspilling contagion.
- Published in:
- Frontiers of Mathematical Finance, 2024, v. 3, n. 1, p. 1, doi. 10.3934/fmf.2024003
- By:
- Publication type:
- Article