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Deep joint learning valuation of Bermudan swaptions.

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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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  Data: Deep joint learning valuation of Bermudan swaptions.
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  Data: <searchLink fieldCode="AR" term="%22Gómez-Casanova%2C+Francisco%22">Gómez-Casanova, Francisco</searchLink><relatesTo>1</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Leitao%2C+Álvaro%22">Leitao, Álvaro</searchLink><relatesTo>2,3</relatesTo> (AUTHOR)<i> alvaro.leitao@udc.es</i><br /><searchLink fieldCode="AR" term="%22de+Lope%2C+Fernando%22">de Lope, Fernando</searchLink><relatesTo>1</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Vázquez%2C+Carlos%22">Vázquez, Carlos</searchLink><relatesTo>2,3</relatesTo> (AUTHOR)
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  Data: <searchLink fieldCode="JN" term="%22International+Journal+of+Computer+Mathematics%22">International Journal of Computer Mathematics</searchLink>. Jul2025, Vol. 102 Issue 7, p913-942. 30p.
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RecordInfo BibRecord:
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      – Type: doi
        Value: 10.1080/00207160.2025.2465775
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      – Code: eng
        Text: English
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        PageCount: 30
        StartPage: 913
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      – TitleFull: Deep joint learning valuation of Bermudan swaptions.
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            NameFull: Leitao, Álvaro
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            NameFull: de Lope, Fernando
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              Text: Jul2025
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              Y: 2025
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              Value: 102
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