Swing contract pricing: With and without neural networks

Article Properties
  • DOI (url)
    10.3934/fmf.2024007
  • Publication Date
    2024/01/01
  • Journal
    Frontiers of Mathematical Finance
  • Indian UGC (journal)
  • Refrences
    50
  • Vincent Lemaire
  • Gilles Pagès Sorbonne Université, Laboratoire de Probabilités Statistique et Modélisation, UMR 8001, 75005 Paris, France
  • Christian Yeo Sorbonne Université, Laboratoire de Probabilités Statistique et Modélisation, UMR 8001, 75005 Paris, France
Cite
Lemaire, Vincent, et al. “Swing Contract Pricing: With and Without Neural Networks”. Frontiers of Mathematical Finance, 2024, pp. 0-0, https://doi.org/10.3934/fmf.2024007.
Lemaire, V., Pagès, G., & Yeo, C. (2024). Swing contract pricing: With and without neural networks. Frontiers of Mathematical Finance, 0-0. https://doi.org/10.3934/fmf.2024007
Lemaire, Vincent, Gilles Pagès, and Christian Yeo. “Swing Contract Pricing: With and Without Neural Networks”. Frontiers of Mathematical Finance, 2024, 0-0. https://doi.org/10.3934/fmf.2024007.
Lemaire V, Pagès G, Yeo C. Swing contract pricing: With and without neural networks. Frontiers of Mathematical Finance. 2024;:0-.
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