A fast Monte Carlo scheme for additive processes and option pricing
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Cited by:
- Jimin Lin & Guixin Liu, 2024. "Neural Term Structure of Additive Process for Option Pricing," Papers 2408.01642, arXiv.org, revised Oct 2024.
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This paper has been announced in the following NEP Reports:- NEP-CMP-2022-01-17 (Computational Economics)
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