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Deep learning of transition probability densities for stochastic asset models with applications in option pricing
Su, Haozhe
;
Tretyakov, M. V.
;
Newton, David P.
- In:
Management science : journal of the Institute for …
71
(
2025
)
4
,
pp. 2922-2952
Persistent link: https://www.econbiz.de/10015413694
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Explicit form of approximate
transition
probability
density
functions of diffusion processes
Choi, Seungmoon
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 57-73
Persistent link: https://www.econbiz.de/10011498739
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