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"A time-stepping deep gradient flow method for option pricing in (rough) ..."

Antonis Papapantoleon, Jasper Rou (2024)

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DOI: 10.48550/ARXIV.2403.00746

access: open

type: Informal or Other Publication

metadata version: 2024-04-10

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  - journals/corr/abs-2403-00746
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  - https://dblp.org/rec/journals/corr/abs-2403-00746
Antonis Papapantoleon, Jasper Rou:
A time-stepping deep gradient flow method for option pricing in (rough) diffusion models. CoRR abs/2403.00746 (2024)

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