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2312.06711
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Physics Informed Neural Network for Option Pricing
10 December 2023
Ashish Dhiman
Yibei Hu
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ArXiv
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Papers citing
"Physics Informed Neural Network for Option Pricing"
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Title
Jump Diffusion-Informed Neural Networks with Transfer Learning for Accurate American Option Pricing under Data Scarcity
Qiguo Sun
Hanyue Huang
XiBei Yang
Yuwei Zhang
16
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0
26 Sep 2024
1
