Skip to content

Commit 0077113

Browse files
committed
updates
1 parent 501d974 commit 0077113

File tree

1 file changed

+1
-1
lines changed

1 file changed

+1
-1
lines changed

README.md

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -20,7 +20,7 @@ This table outlines the analogy between financial instruments and neural network
2020

2121
| Financial Instrument / Attribute | Core Feature / Description | Analogous Neural Network Mechanism | Analogy Explanation |
2222
|----------------------------------------|--------------------------------------------------------|-----------------------------------------------------|--------------------------------------------------------------------------------------|
23-
| **European Options (Call & Put)** | Call: max(S − K, 0); Put: max(K − S, 0) | ReLU / Mirrored ReLU | Activation occurs when input exceeds or falls below a threshold |
23+
| **European Option** | Call: max(S − K, 0); Put: max(K − S, 0) | ReLU | Activation occurs when input exceeds or falls below a threshold |
2424
| **Softplus Option Proxy** | Smooth version of option payoff | Softplus Activation Function | Provides smooth derivatives, suitable for differentiable training |
2525
| **American Option** | Early exercise right; optimal stopping strategy | Optimal Stopping / Gated RNN | Dynamic decision-making akin to gating mechanisms |
2626
| **Bermudan Option** | Exercise allowed on specific discrete dates | Scheduled Halting / Discrete Gating | Like dynamic layers with only certain positions allowing early exit |

0 commit comments

Comments
 (0)