Essays about: "Erik Alexander Aslaksen Jonasson"
Found 1 essay containing the words Erik Alexander Aslaksen Jonasson.
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1. Differential Deep Learning for Pricing Exotic Financial Derivatives
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : Calculating the value of a financial derivative is a central problem in quantitative finance. For many exotic derivatives there are no closed-form solutions for present values, instead, computationally expensive Monte Carlo methods are used for valuation. READ MORE
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