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  Deep learning for option pricing under Heston and Bates models

  Writer : Bolfake، Ali ؛ Mashayekhi، Sima ؛ Corresponding Author : Mousavi، Seyed Nourollah ؛

  Journal:Journal of Mathematics and Modeling in Finance»Winter and Spring 2023, Volume 3 - Number 1 (‎16 page(s) - From 67 to 82 )

  Keywords:Monte Carlo SimulationVariance reduction techniqueDeep learningHeston ModelOption PricingBates model

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