Jump Diffusion-Informed Neural Networks with Transfer Learning for Accurate American Option Pricing under Data Scarcity

Fuente: arXiv

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Bibliographic Details
Main Authors:	Sun, Qiguo, Huang, Hanyue, Yang, XiBei, Zhang, Yuwei
Format:	Preprint
Published:	2024
Subjects:	Machine Learning
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2409.18168