"Supervised Deep Neural Networks (DNNs) for Pricing/Calibration of ..."

Ali Hirsa, Tugce Karatas, Amir Oskoui (2019)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2019-05-21

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-1902-05810
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-1902-05810
Ali Hirsa, Tugce Karatas, Amir Oskoui:
Supervised Deep Neural Networks (DNNs) for Pricing/Calibration of Vanilla/Exotic Options Under Various Different Processes. CoRR abs/1902.05810 (2019)

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