KANOP: A Data-Efficient Option Pricing Model using Kolmogorov-Arnold Networks

Fuente: arXiv

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Bibliographic Details
Main Authors:	Handal, Rushikesh, Matoya, Kazuki, Wang, Yunzhuo, Hirano, Masanori
Format:	Preprint
Published:	2024
Subjects:	Computational Finance Computational Engineering, Finance, and Science Mathematical Finance Pricing of Securities
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2410.00419