Application of Tensor Neural Networks to Pricing Bermudan Swaptions
Patel, Raj G, Dominguez, Tomas, Dib, Mohammad, Palmer, Samuel, Cadarso, Andrea, Contreras, Fernando De Lope, Ratnani, Abdelkader, Casanova, Francisco Gomez, Hernández-Santana, Senaida, Díaz-Fernández, Álvaro, Andrés, Eva, Luis-Hita, Jorge, Sánchez-Martínez, Escolástico, Mugel, Samuel, Orus, Roman
Year of Publication 18.04.2023
Year of Publication 18.04.2023
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Journal Article
Application of Tensor Neural Networks to Pricing Bermudan Swaptions
Patel, Raj G, Dominguez, Tomas, Dib, Mohammad, Palmer, Samuel, Cadarso, Andrea, De Lope Contreras, Fernando, Ratnani, Abdelkader, Francisco Gomez Casanova, Hernández-Santana, Senaida, Díaz-Fernández, Álvaro, Andrés, Eva, Luis-Hita, Jorge, Sánchez-Martínez, Escolástico, Mugel, Samuel, Orus, Roman
Published in arXiv.org (10.03.2024)
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Published in arXiv.org (10.03.2024)
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