Error Analysis of Deep PDE Solvers for Option Pricing

8 May 2025

Papers citing "Error Analysis of Deep PDE Solvers for Option Pricing"

2 / 2 papers shown

Title
A time-stepping deep gradient flow method for option pricing in (rough) diffusion models A. Papapantoleon Jasper Rou 92 2 0 01 Mar 2024
A deep implicit-explicit minimizing movement method for option pricing in jump-diffusion models E. Georgoulis A. Papapantoleon Costas Smaragdakis 96 7 0 12 Jan 2024