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"Option Valuation through Deep Learning of Transition Probability Density."

Haozhe Su, Michael V. Tretyakov, David P. Newton (2021)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2021-10-14

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2105-10467
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2105-10467
Haozhe Su, Michael V. Tretyakov, David P. Newton:
Option Valuation through Deep Learning of Transition Probability Density. CoRR abs/2105.10467 (2021)

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