Person:6204620
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| A deep learning method for pricing high-dimensional American-style options via state-space partition Computational and Applied Mathematics | 2024-05-25 | Paper |
| APPROXIMATE PRICING OF DERIVATIVES UNDER FRACTIONAL STOCHASTIC VOLATILITY MODEL The ANZIAM Journal | 2024-03-31 | Paper |
Research outcomes over time
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