Pages that link to "Item:Q2161843"
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The following pages link to The deep parametric PDE method and applications to option pricing (Q2161843):
Displaying 10 items.
- Lookback option pricing under the double Heston model using a deep learning algorithm (Q2099529) (← links)
- DNN expression rate analysis of high-dimensional PDEs: application to option pricing (Q2117328) (← links)
- Multilayer heat equations: application to finance (Q2170292) (← links)
- Deep ReLU network expression rates for option prices in high-dimensional, exponential Lévy models (Q2238770) (← links)
- (Q3008296) (← links)
- Deep weighted Monte Carlo: a hybrid option pricing framework using neural networks (Q6158425) (← links)
- Efficient pricing and hedging of high-dimensional American options using deep recurrent networks (Q6158427) (← links)
- Deep Curve-Dependent PDEs for Affine Rough Volatility (Q6159075) (← links)
- Neural network expression rates and applications of the deep parametric PDE method in counterparty credit risk (Q6549602) (← links)
- Option pricing in the Heston model with physics inspired neural networks (Q6630708) (← links)
