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A deep implicit-explicit minimizing movement method for option pricing

Publication: A deep implicit-explicit minimizing movement method for option pricing in jump-diffusion models. Published Jan 12, 2024.

Research & Papers
arxiv.orgPublished Jan 12, 2024
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Overview

Publication: A deep implicit-explicit minimizing movement method for option pricing in jump-diffusion models. Published Jan 12, 2024.

Publication information

Publication title
A deep implicit-explicit minimizing movement method for option pricing in jump-diffusion models
Authors
Emmanuil H. Georgoulis, Antonis Papapantoleon, Costas Smaragdakis
Published
Jan 12, 2024
Last publication revision
Mar 28, 2025
Subject areas
q-fin.CP, cs.LG, math.NA, math.PR, stat.ML
DOI
10.1016/j.cnsns.2026.109709 ↗
Publication source
arxiv.org · abs/2401.06740v2 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2401.06740 ↗

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Screenshot unavailableResource information and source links remain available. DeepIntoStreams/TSFM_Finance — reviewed source website screenshot
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DeepIntoStreams/TSFM_Finance

github.com

the official implementation of the paper “Re(visiting) Time Series Foundation Models in Finance”.

GitHub stars
31
Language
Jupyter Notebook
Code license
Apache-2.0
foundation-modeltime-seriesresearch-lab
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