Pricing of Securities

Authors and titles for recent submissions

• Thu, 14 Nov 2024
• Wed, 13 Nov 2024
• Tue, 12 Nov 2024
• Mon, 11 Nov 2024
• Fri, 8 Nov 2024

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Thu, 14 Nov 2024

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Wed, 13 Nov 2024

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Tue, 12 Nov 2024

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Mon, 11 Nov 2024 (showing 2 of 2 entries )

[1] arXiv:2411.05425 (cross-list from q-fin.CP) [pdf, other]

Title: Multi-asset and generalised Local Volatility. An efficient implementation

Olivier Deloire, Louis Roth

Subjects: Computational Finance (q-fin.CP); Pricing of Securities (q-fin.PR)

[2] arXiv:2411.05257 (cross-list from q-fin.CP) [pdf, html, other]

Title: Enforcing asymptotic behavior with DNNs for approximation and regression in finance

Hardik Routray, Bernhard Hientzsch

Comments: 24 Pages

Subjects: Computational Finance (q-fin.CP); Numerical Analysis (math.NA); Pricing of Securities (q-fin.PR)

Fri, 8 Nov 2024

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