A deep implicit-explicit minimizing movement method for option pricing in jump-diffusion models

12 January 2024

Papers citing "A deep implicit-explicit minimizing movement method for option pricing in jump-diffusion models"

3 / 3 papers shown

Title
Error Analysis of Deep PDE Solvers for Option Pricing Jasper Rou 55 0 0 08 May 2025
Full error analysis of the random deep splitting method for nonlinear parabolic PDEs and PIDEs Ariel Neufeld Philipp Schmocker Sizhou Wu 45 7 0 08 May 2024
A time-stepping deep gradient flow method for option pricing in (rough) diffusion models A. Papapantoleon Jasper Rou 28 2 0 01 Mar 2024