most citedA Tidy Framework and Infrastructure to Systematically Assemble Spatio-temporal Indexes from Multivariate Data

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q-fin.CP2023

Simultaneous upper and lower bounds of American-style option prices with hedging via neural networks

Ivan Guo, Nicolas Langrené, Jiahao Wu

In this paper, we introduce two novel methods to solve the American-style option pricing problem and its dual form at the same time using neural networks. Without applying nested M…