Applications of artificial neural networks to simulating Lévy processes (Q6187854): Difference between revisions

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+Processes of normal inverse Gaussian type
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+Feller processes of normal inverse Gaussian type
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+OPTION PRICING FOR TRUNCATED LÉVY PROCESSES
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+Q4331490
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+SINH-ACCELERATION: EFFICIENT EVALUATION OF PROBABILITY DISTRIBUTIONS, OPTION PRICING, AND MONTE CARLO SIMULATIONS
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+Financial Modelling with Jump Processes
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+Approximation by superpositions of a sigmoidal function
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+Machine Learning in Finance
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+Hyperbolic distributions in finance
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+Multilevel Monte Carlo simulation for Lévy processes based on the Wiener-Hopf factorisation
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+Applying the Wiener-Hopf Monte Carlo Simulation Technique for Lévy Processes to Path Functionals
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+Machine learning for pricing American options in high-dimensional Markovian and non-Markovian models
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+A Proof that Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black–Scholes Partial Differential Equations
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+Deep learning volatility: a deep neural network perspective on pricing and calibration in (rough) volatility models
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+A Jump-Diffusion Model for Option Pricing
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+Fast and accurate pricing of barrier options under Lévy processes
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+Advantages of the Laplace transform approach in pricing first touch digital options in Lévy-driven models
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+Approximate Wiener--Hopf Factorization and Monte Carlo Methods for Lévy Processes
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+A Wiener-Hopf Monte Carlo simulation technique for Lévy processes
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+A neural network-based framework for financial model calibration
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+PRICING OF THE AMERICAN PUT UNDER LÉVY PROCESSES
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+The Variance Gamma Process and Option Pricing
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+Option pricing when underlying stock returns are discontinuous
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