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Deep Learning of Transition Probability Densities for Stochastic Asset Models with Applications in Option Pricing.

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Title: Deep Learning of Transition Probability Densities for Stochastic Asset Models with Applications in Option Pricing.
Authors: Su, Haozhe1 (AUTHOR) haozhe.su@ntu.ac.uk, Tretyakov, M. V.2 (AUTHOR) michael.tretyakov@nottingham.ac.uk, Newton, David P.3 (AUTHOR) dpn25@bath.ac.uk
Source: Management Science (INFORMS). Apr2025, Vol. 71 Issue 4, p2922-2952. 31p.
Database: Business Source Ultimate
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  Data: <searchLink fieldCode="JN" term="%22Management+Science+%28INFORMS%29%22">Management Science (INFORMS)</searchLink>. Apr2025, Vol. 71 Issue 4, p2922-2952. 31p.
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      – Type: doi
        Value: 10.1287/mnsc.2022.01448
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      – Code: eng
        Text: English
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        StartPage: 2922
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      – TitleFull: Deep Learning of Transition Probability Densities for Stochastic Asset Models with Applications in Option Pricing.
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              Text: Apr2025
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