Antonis Papapantoleon | DeepAI

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Featured Co-authors

Raul Tempone
43 publications
Christian Bayer
10 publications
Chiheb Ben Hammouda
7 publications
Laurens Van Mieghem
1 publication
Jonas Papazoglou-Hennig
1 publication
Michael Samet
1 publication

research

∙ 07/14/2023

Machine learning for option pricing: an empirical investigation of network architectures

We consider the supervised learning problem of learning the price of an ...

0 Laurens Van Mieghem, et al. ∙

research

∙ 03/15/2022

Optimal Damping with Hierarchical Adaptive Quadrature for Efficient Fourier Pricing of Multi-Asset Options in Lévy Models

Efficient pricing of multi-asset options is a challenging problem in qua...

0 Christian Bayer, et al. ∙