Q6204620

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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!

PublicationDate of PublicationType
A deep learning method for pricing high-dimensional American-style options via state-space partition
Computational and Applied Mathematics
2024-05-25Paper
APPROXIMATE PRICING OF DERIVATIVES UNDER FRACTIONAL STOCHASTIC VOLATILITY MODEL
The ANZIAM Journal
2024-03-31Paper


Research outcomes over time


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