Deep Weighted Monte Carlo: A hybrid option pricing framework using neural networks

MLA

Kunsági-Máté, Sándor, et al. Deep Weighted Monte Carlo: A Hybrid Option Pricing Framework Using Neural Networks. 2022. EBSCOhost, widgets.ebscohost.com/prod/customlink/proxify/proxify.php?count=1&encode=0&proxy=&find_1=&replace_1=&target=https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&scope=site&db=edsarx&AN=edsarx.2208.14038&authtype=sso&custid=ns315887.

APA

Kunsági-Máté, S., Fáth, G., Csabai, I., & Molnár-Sáska, G. (2022). Deep Weighted Monte Carlo: A hybrid option pricing framework using neural networks.

Chicago

Kunsági-Máté, Sándor, Gábor Fáth, István Csabai, and Gábor Molnár-Sáska. 2022. “Deep Weighted Monte Carlo: A Hybrid Option Pricing Framework Using Neural Networks.” http://widgets.ebscohost.com/prod/customlink/proxify/proxify.php?count=1&encode=0&proxy=&find_1=&replace_1=&target=https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&scope=site&db=edsarx&AN=edsarx.2208.14038&authtype=sso&custid=ns315887.