Pages that link to "Item:Q2022121"
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The following pages link to A neural network-based framework for financial model calibration (Q2022121):
Displaying 20 items.
- Stochastic processes adapted by neural networks with application to climate, energy, and finance (Q648255) (← links)
- Neural network calibrated stochastic processes: forecasting financial assets (Q1788897) (← links)
- Explainable neural network for pricing and universal static hedging of contingent claims (Q2060236) (← links)
- Smiles \& smirks: volatility and leverage by jumps (Q2076900) (← links)
- Precise option pricing by the COS method -- how to choose the truncation range (Q2079122) (← links)
- Parameter calibration with stochastic gradient descent for interacting particle systems driven by neural networks (Q2120450) (← links)
- The deep parametric PDE method and applications to option pricing (Q2161843) (← links)
- Deep calibration of financial models: turning theory into practice (Q2165392) (← links)
- Analysis on block chain financial transaction under artificial neural network of deep learning (Q2186939) (← links)
- Artificial neural network for option pricing with and without asymptotic correction (Q5014190) (← links)
- An unsupervised deep learning approach to solving partial integro-differential equations (Q5092661) (← links)
- Unbiased Deep Solvers for Linear Parametric PDEs (Q5093244) (← links)
- On a Neural Network to Extract Implied Information from American Options (Q5103918) (← links)
- Meshless methods for American option pricing through physics-informed neural networks (Q6158655) (← links)
- Applications of artificial neural networks to simulating Lévy processes (Q6187854) (← links)
- Approximation of single-barrier options partial differential equations using feed-forward neural network (Q6580765) (← links)
- Approximation rates for deep calibration of (rough) stochastic volatility models (Q6606848) (← links)
- A gradient-based calibration method for the Heston model (Q6625126) (← links)
- Neural network empowered liquidity pricing in a two-price economy under conic finance settings (Q6657689) (← links)
- Deep calibration with random grids (Q6657700) (← links)
