Physics-informed convolutional transformer for predicting volatility surface

DOI10.1080/14697688.2023.2294799zbMATH Open1537.91328MaRDI QIDQ6546314

Youngjoon Hong, Hyeong-Ohk Bae, Seok-Bae Yun, Unnamed Author, Unnamed Author

Publication date: 29 May 2024

Published in: Quantitative Finance (Search for Journal in Brave)

Mathematics Subject Classification ID

Artificial neural networks and deep learning (68T07) Derivative securities (option pricing, hedging, etc.) (91G20)

Cites Work

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