Differential Machine Learning-Reference-Cited by-同舟云学术

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Differential Machine Learning

Published:2020 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Huge Brian Norsk,Savine Antoine

Publisher

Elsevier BV

Reference21 articles.

1. Mixing sabr models for negative rates;M S Antonov;Risk,2015

2. Back to the future;J Andreasen;Risk,2005

3. The market model of interest rate dynamics;A Brace;Mathematical Finance,1997

4. Valuation of the early-exercise price for options using simulations and nonparametric regression;J F Carriere;Insurance: Mathematics and Economics,1996

Cited by 15 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. 15 years of Adjoint Algorithmic Differentiation (AAD) in finance;Quantitative Finance;2024-03-22

2. Learning Bermudans;Computational Economics;2024-02-01

3. Quantum computing for finance;Nature Reviews Physics;2023-07-11

4. XVA modelling: validation, performance and model risk management;Annals of Operations Research;2023-06-14

5. Current Trends in AI-Based Derivatives Pricing: A Review;Proceedings of the 6th International Conference on Networking, Intelligent Systems & Security;2023-05-24

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