"European High-Dimensional Option Pricing using Backward Stochastic ..."

Aldi Eka Wahyu Widianto et al. (2023)

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DOI: 10.1145/3613347.3613366

access: closed

type: Conference or Workshop Paper

metadata version: 2025-01-19

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Aldi Eka Wahyu Widianto, Endah Rokhmati Merdika Putri, Imam Mukhlash, Mohammad Iqbal:
European High-Dimensional Option Pricing using Backward Stochastic Differential Equation-Based Convolutional Neural Network. ICoMS 2023: 120-125

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