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option pricing

11 papers

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Co-occurring keywords · papers mentioning both

neural network (2) implied volatility (2) volatility surface (2) european option (1) arbitrage-free constraint (1) black-scholes hedging (1) bermudan option (1) black-scholes formula (1) quadratic volatility (1) random feature neural network (1)

Papers

Constrained Weighted Bayesian Bootstrap UAI 2026 Nested Expectations with Kernel Quadrature ICML 2025 Operator Deep Smoothing for Implied Volatility ICLR 2025 Mixture of Normalizing Flows for European Option Pricing UAI 2023 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 Deep Smoothing of the Implied Volatility Surface NeurIPS 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 NeurIPS 2013 Incorporating Functional Knowledge in Neural Networks JMLR 2009