Delta force: option pricing with differential machine learning
Crossref DOI link: https://doi.org/10.1007/s42521-021-00041-7
Published Online: 2021-10-04
Published Print: 2022-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Frandsen, Magnus Grønnegaard
Pedersen, Tobias Cramer
Poulsen, Rolf http://orcid.org/0000-0001-8242-0954
Text and Data Mining valid from 2021-10-04
Version of Record valid from 2021-10-04
Article History
Received: 7 May 2021
Accepted: 4 September 2021
First Online: 4 October 2021