Application of Tensor Neural Networks to Pricing Bermudan Swaptions.
Raj G. PatelTomas DominguezMohammad DibSamuel PalmerAndrea CadarsoFernando De Lope ContrerasAbdelkader RatnaniFrancisco Gomez CasanovaSenaida Hernández-SantanaÁlvaro Díaz FernándezEva AndrésJorge Luis-HitaEscolástico Sánchez-MartínezSamuel MugelRoman OrusPublished in: CoRR (2023)