Valuation of finance/insurance contracts: Efficient hedging and stochastic interest rates modeling.

Alexander Melnikov Shuo Tong

Published in: Risk Decis. Anal. (2014)

Keyphrases

lightweight
computational intelligence
risk management
stochastic models
data sets
data mining
information systems
reinforcement learning
decision support system
monte carlo
computationally expensive
stochastic model
financial markets