:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Apicella, G., Molent, A., Gaudenzi, M.
Format:	Preprint
Published:	2024
Subjects:	Computational Finance
Online Access:	https://arxiv.org/abs/2404.02858
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Leveraging Machine Learning for High-Dimensional Option Pricing within the Uncertain Volatility Model
by: Goudenege, Ludovic, et al.
Published: (2024)

Textual semantics and machine learning methods for data product pricing
by: Gao, Ruize, et al.
Published: (2025)

Valuation of GLWB-LTC Annuities with Lévy Equity Dynamics, Stochastic Interest Rates and Health-State Transitions
by: Molent, Andrea
Published: (2026)

On the number of terms in the COS method for European option pricing
by: Junike, Gero
Published: (2023)

Withdrawal Success Optimization in a Pooled Annuity Fund
by: Brown, Hayden
Published: (2024)

Drone Acoustic Analysis for Predicting Psychoacoustic Annoyance via Artificial Neural Networks
by: Vaiuso, Andrea, et al.
Published: (2024)

Swing contract pricing: with and without Neural Networks
by: Lemaire, Vincent, et al.
Published: (2023)

Semi-analytical pricing of American options with hybrid dividends via integral equations and the GIT method
by: Itkin, Andrey
Published: (2025)

Anomaly prediction in XRP price with topological features
by: Donhauzer, Illia, et al.
Published: (2026)

Semi-analytical pricing of options written on SOFR futures
by: Itkin, Andrey, et al.
Published: (2024)

Option pricing model under the G-expectation framework
by: Pei, Ziting, et al.
Published: (2026)

Robust Pricing of Equity-Indexed Annuities under Uncertain Volatility and Stochastic Interest Rate
by: Goudenège, Ludovic, et al.
Published: (2025)

Efficient simulation of prices for European call options under Heston stochastic-local volatility model: a comparison of methods
by: cai, Meng, et al.
Published: (2025)

Joint SPX-VIX calibration with Gaussian polynomial volatility models: deep pricing with quantization hints
by: Jaber, Eduardo Abi, et al.
Published: (2022)

Valuation of Variable Annuities with Equity Protection Swaps under Jumps and Default Risks
by: Rutkowski, Marek, et al.
Published: (2026)

General multilevel Monte Carlo methods for pricing discretely monitored Asian options
by: Kahale, Nabil
Published: (2018)

Integrating feature selection and regression methods with technical indicators for predicting Apple Inc. stock prices
by: Moodi, Fatemeh, et al.
Published: (2023)

Neural option pricing for rough Bergomi model
by: Teng, Changqing, et al.
Published: (2024)

Failure of Fourier pricing techniques to approximate the Greeks
by: Behrens, Tobias, et al.
Published: (2023)

Local particle refinement in terramechanical simulations
by: Pogulis, Markus, et al.
Published: (2025)

Enhancing Valuation of Variable Annuities in Lévy Models with Stochastic Interest Rate
by: Goudenège, Ludovic, et al.
Published: (2024)

Analytic estimation of parameters of stochastic volatility diffusion models with exponential-affine characteristic function for currency option pricing
by: Łabędzki, Mikołaj
Published: (2025)

A statistical technique for cleaning option price data
by: Visagie, Jaco
Published: (2025)

Machine learning approach to stock price crash risk
by: Karasan, Abdullah, et al.
Published: (2025)

Leave-one-out least squares Monte Carlo algorithm for pricing Bermudan options
by: Woo, Jeechul, et al.
Published: (2018)

Chasing price drains liquidity
by: Cao, Yizhou, et al.
Published: (2025)

Estimating profitable price bounds for prescriptive price optimization
by: Inokuma, Masato, et al.
Published: (2025)

On the relative performance of some parametric and nonparametric estimators of option prices
by: Marinelli, Carlo, et al.
Published: (2024)

Semi-analytic pricing of American options in time-dependent jump-diffusion models with exponential jumps
by: Itkin, Andrey
Published: (2023)

Quantum Monte Carlo algorithm for option pricing and its complexity analysis
by: Chen, Jianjun, et al.
Published: (2023)

Option pricing for Barndorff-Nielsen and Shephard model by supervised deep learning
by: Arai, Takuji, et al.
Published: (2024)

Higher order approximation of option prices in Barndorff-Nielsen and Shephard models
by: Juliá, Álvaro Guinea, et al.
Published: (2024)

Path-dependent option pricing with two-dimensional PDE using MPDATA
by: Magnuszewski, Paweł, et al.
Published: (2025)

Configurational-force-driven adaptive refinement and coarsening in topology optimization
by: Stankiewicz, Gabriel, et al.
Published: (2025)

A time-stepping deep gradient flow method for option pricing in (rough) diffusion models
by: Papapantoleon, Antonis, et al.
Published: (2024)

Numerical methods for solving PIDEs arising in swing option pricing under a two-factor mean-reverting model with jumps
by: Regragui, Mustapha, et al.
Published: (2025)

Estimation of domain truncation error for a system of PDEs arising in option pricing
by: Goswami, Anindya, et al.
Published: (2024)

Characteristics of price related fluctuations in Non-Fungible Token (NFT) market
by: Szydło, Paweł, et al.
Published: (2023)

A gradient-enhanced univariate dimension reduction method for uncertainty propagation
by: Wang, Bingran, et al.
Published: (2024)

The Fourier estimator of spot volatility: Unbounded coefficients and jumps in the price process
by: González, L. J. Espinosa, et al.
Published: (2026)