Learning standardized noise for risk-neutral option pricing via Generative Adversarial Networks
Younghoon Choi, Dongwon Ryu, Jun Young Byun, Yosep Na, Jae Wook Song
IF 6.9 (2026) Finance research letters
키워드
Valuation of optionsMonte Carlo methods for option pricingStochastic volatilityMoneynessExotic optionVolatility clusteringReplicateNoise (video)Heteroscedasticity