A deep implicit-explicit minimizing movement method for option pricing in jump-diffusion models

Fuente: arXiv

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Bibliographic Details
Main Authors:	Georgoulis, Emmanuil H., Papapantoleon, Antonis, Smaragdakis, Costas
Format:	Preprint
Published:	2024
Subjects:	Computational Finance Machine Learning Numerical Analysis Probability 68T07, 65C20, 91G60, 91G20, 65M12
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2401.06740