Importance Sampling for Option Pricing with Feedforward Neural Networks

Aleksandar Arandjelovic, Thorsten Rheinländer, Pavel V. Shevchenko

Publication: Scientific journal › Journal article › peer-review

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@article{66f5020ce4cc45f0afc1a036210dd29c,

title = "Importance Sampling for Option Pricing with Feedforward Neural Networks",

author = "Aleksandar Arandjelovic and Thorsten Rheinl{\"a}nder and Shevchenko, {Pavel V.}",

year = "2024",

doi = "10.1007/s00780-024-00549-x",

language = "English",

journal = "Finance and Stochastics",

issn = "0949-2984",

publisher = "Springer Verlag",

}