most citedJump Diffusion-Informed Neural Networks with Transfer Learning for Accurate American Option Pricing under Data Scarcity

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cs.LG2024★ 1 cited

Jump Diffusion-Informed Neural Networks with Transfer Learning for Accurate American Option Pricing under Data Scarcity

Qiguo Sun, Hanyue Huang, XiBei Yang +1

Option pricing models, essential in financial mathematics and risk management, have been extensively studied and recently advanced by AI methodologies. However, American option pri…