Application of Tensor Neural Networks to Pricing Bermudan Swaptions

Application of Tensor Neural Networks to Pricing Bermudan Swaptions

18 April 2023

Tomas Dominguez

Fernando De Lope Contreras

Abdelkader Ratnani

Francisco Gomez Casanova

Senaida Hernández-Santana

Álvaro Díaz Fernández

Escolástico Sánchez-Martínez

Papers citing "Application of Tensor Neural Networks to Pricing Bermudan Swaptions"

2 / 2 papers shown

Title
Modeling Sequences with Quantum States: A Look Under the Hood T. Bradley Miles E. Stoudenmire John Terilla 68 48 0 16 Oct 2019
From probabilistic graphical models to generalized tensor networks for supervised learning I. Glasser Nicola Pancotti J. I. Cirac AI4CE 64 74 0 15 Jun 2018