A new Input Convex Neural Network with application to options pricing

Fuente: arXiv

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Bibliographic Details
Main Authors:	Lemaire, Vincent, Pagès, Gilles, Yeo, Christian
Format:	Preprint
Published:	2024
Subjects:	Machine Learning
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2411.12854