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

Emmanuil H. GeorgoulisAntonis PapapantoleonCostas Smaragdakis
Published in: CoRR (2024)
Keyphrases
  • high order
  • bayesian networks
  • reinforcement learning
  • objective function
  • computational complexity
  • long term
  • information diffusion