Luca Galimberti

Norwegian University of Science and Technology (NTNU)

Høgskoleringen

Trondheim NO-7491, 7491

Norway

SCHOLARLY PAPERS

1

DOWNLOADS

58

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Pricing options on flow forwards by neural networks in Hilbert space

Number of pages: 21 Posted: 28 Mar 2022
Fred Espen Benth, Nils Detering and Luca Galimberti
University of Oslo, University of California, Santa Barbara (UCSB) and Norwegian University of Science and Technology (NTNU)
Downloads 58 (681,239)

Abstract:

Loading...

flow forwards derivatives, term structure, neural networks