Option Pricing
Paper Studying:Deep Learning of Transition Probability Densities for Stochastic Asset Models with Applications in Option Pricing CV model_PDF__appendix_details Paper Studying:EJOR_Option valuation under no-arbitrage constraints with neural networks
Industry-Academia Collaboration Project
Introduction
Stochastic Calculus for Finance
Stochastic Calculus for Jump Process_20240402 Asset Driven by a Poisson Process_20240702
