Pricing path-dependent exotic options with flow-based generative networks.
Hyun-Gyoon KimSe-Jin KwonJeong-Hoon KimJeonggyu HuhPublished in: Appl. Soft Comput. (2022)
Keyphrases
- option pricing
- generative model
- shortest path
- path selection
- computer networks
- black scholes model
- flow patterns
- network analysis
- flow field
- network design
- dynamic pricing
- complex networks
- network structure
- differentiated services
- double exponential
- network model
- path length
- network topologies
- unsupervised learning
- neural network