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The Study on Option Pricing Based on Wiener–Itô Chaos Expansion and Generative Adversarial Networks

Published Online: 2024-12-03

Authors

Lv, Jian https://orcid.org/0000-0002-2668-4506
Wang, Chenxu

Yuan, Wenyong

Zhang, Zhenyi
Funding

Funding for this research was provided by:

Zhejiang Provincial Natural Science Foundation of China (LY20A010025)

National Natural Science Foundation of China (11801503)
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Text and Data Mining valid from 2024-12-03

Version of Record valid from 2024-12-03
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Article History

Accepted: 17 November 2024

First Online: 3 December 2024

Conflict of interest

: The authors declare that they have no conflict of interest.

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