"Application of Tensor Neural Networks to Pricing Bermudan Swaptions."

Raj G. Patel et al. (2023)

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DOI: 10.48550/ARXIV.2304.09750

access: open

type: Informal or Other Publication

metadata version: 2023-09-30

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  - journals/corr/abs-2304-09750
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  - https://dblp.org/rec/journals/corr/abs-2304-09750
Raj G. Patel, Tomas Dominguez, Mohammad Dib, Samuel Palmer, Andrea Cadarso, Fernando De Lope Contreras, Abdelkader Ratnani, Francisco Gomez Casanova, Senaida Hernández-Santana, Álvaro Díaz Fernández, Eva Andrés, Jorge Luis-Hita, Escolástico Sánchez-Martínez, Samuel Mugel, Roman Orus:
Application of Tensor Neural Networks to Pricing Bermudan Swaptions. CoRR abs/2304.09750 (2023)

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