Vikram Bhardawaj

affiliation not provided to SSRN

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Scholarly Papers (1)

1.

Neural Network for Pricing and Universal Static Hedging of Contingent Claims

Number of pages: 30 Posted: 12 Dec 2019
Vikranth Lokeshwar, Vikram Bhardawaj and Shashi Jain
affiliation not provided to SSRN, affiliation not provided to SSRN and Indian Institute of Science (IISc) - Deptartment of Management Studies
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Citation 1

Abstract:

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Neural network, Monte Carlo, Regress later, static hedging with options, American Monte Carlo