Lookback option pricing under the double Heston model using a deep learning algorithm (Q2099529)

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Lookback option pricing under the double Heston model using a deep learning algorithm
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    Lookback option pricing under the double Heston model using a deep learning algorithm (English)
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    24 November 2022
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    double Heston PDE
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    lookback option pricing
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    deep Galerkin method
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    Monte Carlo simulation
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