Supervised Deep Neural Networks (DNNs) for Pricing/Calibration of Vanilla/Exotic Options Under Various Different Processes

15 February 2019

Papers citing "Supervised Deep Neural Networks (DNNs) for Pricing/Calibration of Vanilla/Exotic Options Under Various Different Processes"

4 / 4 papers shown

Title
American Option Pricing using Self-Attention GRU and Shapley Value Interpretation Yanhui Shen 38 0 0 19 Oct 2023
AI in Finance: Challenges, Techniques and Opportunities LongBing Cao AIFin 36 240 0 20 Jul 2021
A neural network-based framework for financial model calibration Shuaiqiang Liu Anastasia Borovykh L. Grzelak C. Oosterlee 38 103 0 23 Apr 2019
The Loss Surfaces of Multilayer Networks A. Choromańska Mikael Henaff Michaël Mathieu Gerard Ben Arous Yann LeCun ODL 183 1,186 0 30 Nov 2014