"A deep implicit-explicit minimizing movement method for option pricing in ..."

Emmanuil H. Georgoulis, Antonis Papapantoleon, Costas Smaragdakis (2024)

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DOI: 10.48550/ARXIV.2401.06740

access: open

type: Informal or Other Publication

metadata version: 2024-10-06

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  - journals/corr/abs-2401-06740
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  - https://dblp.org/rec/journals/corr/abs-2401-06740
Emmanuil H. Georgoulis, Antonis Papapantoleon, Costas Smaragdakis:
A deep implicit-explicit minimizing movement method for option pricing in jump-diffusion models. CoRR abs/2401.06740 (2024)

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