Automatic control variates for option pricing using neural networks.

Zineb El Filali Ech-Chafiq Jérôme Lelong Adil Reghai

Published in: Monte Carlo Methods Appl. (2021)

Keyphrases

option pricing
neural network
stock price
black scholes
artificial neural networks
control system
decision analysis
genetic algorithm
fuzzy logic
dynamic programming
decision makers
stock market
capital budgeting