 Applying Deep Learning to Calibrate Stochastic Volatility ModelsSocial Science Research Network (SSRN), 2023 |
 Deep Calibration With Artificial Neural Network: A Performance
Comparison on Option Pricing ModelsSocial Science Research Network (SSRN), 2023 |
 Pricing options on flow forwards by neural networks in Hilbert spaceSocial Science Research Network (SSRN), 2022 |
 Interpretability in deep learning for finance: a case study for the
Heston modelSocial Science Research Network (SSRN), 2021 |
 Robust pricing and hedging via neural SDEsSocial Science Research Network (SSRN), 2020 |
 Neural networks for option pricing and hedging: a literature reviewJournal of Computational Finance (JCF), 2019 |
