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Current Trends in AI-Based Derivatives Pricing: A Review

Abstract

The development of financial mathematics has led to the creation of a plethora of models and techniques for pricing and managing risk in derivative instruments. These models and techniques have also spurred research in related areas such as numerical methods, statistical modeling, and machine learning.

Research topics

  • Stochastic processes and financial applications
  • Financial Markets and Investment Strategies
  • Credit Risk and Financial Regulations

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DOI: 10.1145/3607720.3607736

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