11 citations · 11 across the 2 of their papers we have counts for
2 papers
cs.CV2024
Efficient Denoising using Score Embedding in Score-based Diffusion Models
Andrew S. Na, William Gao, Justin W. L. Wan
It is well known that training a denoising score-based diffusion models requires tens of thousands of epochs and a substantial number of image data to train the model. In this pape…
q-fin.MF2023★ 11 cited
Efficient Pricing and Hedging of High Dimensional American Options Using Recurrent Networks
Andrew Na, Justin Wan
We propose a deep Recurrent neural network (RNN) framework for computing prices and deltas of American options in high dimensions. Our proposed framework uses two deep RNNs, where…