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"Pricing path-dependent exotic options with flow-based generative networks."

Hyun-Gyoon Kim et al. (2022)

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DOI: 10.1016/J.ASOC.2022.109049

access: closed

type: Journal Article

metadata version: 2023-10-22

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  - https://dblp.org/rec/journals/asc/KimKKH22
Hyun-Gyoon Kim, Se-Jin Kwon, Jeong-Hoon Kim, Jeonggyu Huh:
Pricing path-dependent exotic options with flow-based generative networks. Appl. Soft Comput. 124: 109049 (2022)

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