"A GPU-accelerated Neural Networks Approximation Scheme for Heston Option ..."

Shaowei Xu et al. (2024)

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DOI: 10.1109/ICIT58233.2024.10540941

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type: Conference or Workshop Paper

metadata version: 2024-06-19

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Shaowei Xu, Huanghao Chen, Yang Wang, Jerome Yen:
A GPU-accelerated Neural Networks Approximation Scheme for Heston Option Pricing Model. ICIT 2024: 1-8

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