Neural networks with local converging inputs improve efficiency of multi-asset options pricing by locally correcting coarse-mesh solutions with a minimal high-precision input.
Read the original at arxiv.org→arXiv:2608.02778v1 Announce Type: new Abstract: We present a novel application of Neural Networks with Local Converging Inputs (NNLCI) to improve the efficiency of existing numerical methods for pricing multi-asset...
Original headline: "Neural Networks with Local Converging Inputs for Efficient Options Pricing Models"
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- Aug 5, 04:00 UTC arXiv cs.LG lead source Neural Networks with Local Converging Inputs for Efficient Options Pricing Models