Search Results for author: Francisco Gómez Casanova

Found 1 papers, 0 papers with code

Deep Joint Learning valuation of Bermudan Swaptions

no code implementations17 Apr 2024 Francisco Gómez Casanova, Álvaro Leitao, Fernando De Lope Contreras, Carlos Vázquez

This paper addresses the problem of pricing involved financial derivatives by means of advanced of deep learning techniques.

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