Pricing options and computing implied volatilities using neural networks

25 January 2019

Papers citing "Pricing options and computing implied volatilities using neural networks"

5 / 5 papers shown

Title
Error Analysis of Deep PDE Solvers for Option Pricing Jasper Rou 51 0 0 08 May 2025
On Calibration Neural Networks for extracting implied information from American options Shuaiqiang Liu Álvaro Leitao Anastasia Borovykh C. Oosterlee 11 3 0 31 Jan 2020
Deep Smoothing of the Implied Volatility Surface Damien Ackerer Natasa Tagasovska Thibault Vatter 28 34 0 12 Jun 2019
A neural network-based framework for financial model calibration Shuaiqiang Liu Anastasia Borovykh L. Grzelak C. Oosterlee 35 103 0 23 Apr 2019
Boosting insights in insurance tariff plans with tree-based machine learning methods Roel Henckaerts Marie-Pier Côté Katrien Antonio Roel Verbelen 14 83 0 12 Apr 2019