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"Accurate Neural Network Option Pricing Methods with Control Variate ..."
Chia-Wei Hsu et al. (2024)
- Chia-Wei Hsu, Tian-Shyr Dai, Chuan-Ju Wang, Ying-Ping Chen:
Accurate Neural Network Option Pricing Methods with Control Variate Techniques and Data Synthesis/Cleaning with Financial Rationality. CIKM 2024: 860-869
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