conftrace_

option pricing

8 papers

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Co-occurring keywords

neural network (6616) black-scholes model (1) generative model (2892) partial differential equation (222) normalizing flow (354) financial modeling (4) convex function (24) lipschitz function (22) universal approximator (19) optimal stopping (27)

Papers

Random Feature Neural Networks Learn Black-Scholes Type PDEs Without Curse of Dimensionality JMLR 2023
Tighter Robust Upper Bounds for Options via No-Regret Learning AAAI 2023
Mixture of Normalizing Flows for European Option Pricing UAI 2023
Deep Smoothing of the Implied Volatility Surface NIPS 2020
Deep Optimal Stopping JMLR 2019
Learning the Variance of the Reward-To-Go JMLR 2016
How to Hedge an Option Against an Adversary: Black-Scholes Pricing is Minimax Optimal NIPS 2013
Incorporating Functional Knowledge in Neural Networks JMLR 2009