"A neural network-based method for pricing American options and assessing ..."

Jinwu Gao et al. (2025)

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DOI: 10.1016/J.CAM.2025.116719

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type: Journal Article

metadata version: 2025-07-04

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Jinwu Gao, Haomiao Hu, Farshid Mehrdoust, Idin Noorani:
A neural network-based method for pricing American options and assessing implied volatility under uncertainty. J. Comput. Appl. Math. 470: 116719 (2025)

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