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Ensemble deep neural network method for solving free boundary American style stochastic volatility models

Published Online: 2024-12-13

Published Print: 2025-01

Authors

Nwankwo, Chinonso https://orcid.org/0000-0001-5526-1337
Ware, Tony

Dai, Weizhong
Funding

Funding for this research was provided by:

NSERC Discovery Grant

NSERC Discovery Grant
License Information

Text and Data Mining valid from 2024-12-13

Version of Record valid from 2024-12-13
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Article History

Accepted: 25 October 2024

First Online: 13 December 2024

Declarations

:

: Authors declare no competing interests.

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