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"Pricing path-dependent exotic options with flow-based generative networks."
Hyun-Gyoon Kim et al. (2022)
- Hyun-Gyoon Kim, Se-Jin Kwon, Jeong-Hoon Kim, Jeonggyu Huh:
Pricing path-dependent exotic options with flow-based generative networks. Appl. Soft Comput. 124: 109049 (2022)
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