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Deep joint learning valuation of Bermudan swaptions.

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Bibliographic Details
Title: Deep joint learning valuation of Bermudan swaptions.
Authors: Gómez-Casanova, Francisco1 (AUTHOR), Leitao, Álvaro2,3 (AUTHOR) alvaro.leitao@udc.es, de Lope, Fernando1 (AUTHOR), Vázquez, Carlos2,3 (AUTHOR)
Source: International Journal of Computer Mathematics. Jul2025, Vol. 102 Issue 7, p913-942. 30p.
Database: Academic Search Ultimate
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ISSN:00207160
DOI:10.1080/00207160.2025.2465775