Deep learning of transition probability densities for stochastic asset models with applications in option pricing

Fuente: arXiv

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Bibliographic Details
Main Authors:	Su, Haozhe, Tretyakov, M. V., Newton, David P.
Format:	Preprint
Published:	2021
Subjects:	Computational Finance Numerical Analysis Probability Pricing of Securities
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2105.10467