Ngā tūemi rite

• A time-stepping deep gradient flow method for option pricing in (rough) diffusion models
  mā: Papapantoleon, Antonis, me ētahi atu.
  I whakaputaina: (2024)
• Machine learning for option pricing: an empirical investigation of network architectures
  mā: Della Corte, Serena, me ētahi atu.
  I whakaputaina: (2023)
• Deep g-Pricing for CSI 300 Index Options with Volatility Trajectories and Market Sentiment
  mā: Zhang, Yilun, me ētahi atu.
  I whakaputaina: (2026)
• The Compound BSDE Method: A Fully Forward Method for Option Pricing and Optimal Stopping Problems in Finance
  mā: Huang, Zhipeng, me ētahi atu.
  I whakaputaina: (2026)
• Tighter 'uniform bounds for Black-Scholes implied volatility' and the applications to root-finding
  mā: Choi, Jaehyuk, me ētahi atu.
  I whakaputaina: (2023)