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Quantitative Finance Volume 18, 2018 - Issue 10
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Invited Paper

Machine learning for quantitative finance: fast derivative pricing, hedging and fitting

Jan De SpiegeleerRisk Concile, B-3001Leuven, Kapeldreef 60, Belgium
,
Dilip B. MadanRobert H. Smith School of Business University of Maryland College Park, MD. 20742College Park, MD, USAORCID Iconhttp://orcid.org/0000-0002-0033-9077
ORCID Icon,
Sofie ReynersDepartment of Mathematics, University of Leuven, Celestijnenlaan 200B, B-3001Leuven, Belgium
&
Wim SchoutensDepartment of Mathematics, University of Leuven, Celestijnenlaan 200B, B-3001Leuven, BelgiumCorrespondence[email protected]
Pages 1635-1643 | Received 08 Jun 2018, Accepted 18 Jun 2018, Published online: 27 Jul 2018

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