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"American Option Pricing using Self-Attention GRU and Shapley Value ..."

Yanhui Shen (2023)

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DOI: 10.48550/ARXIV.2310.12500

access: open

type: Informal or Other Publication

metadata version: 2023-10-31

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  dblp key:
  - journals/corr/abs-2310-12500
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2310-12500
Yanhui Shen:
American Option Pricing using Self-Attention GRU and Shapley Value Interpretation. CoRR abs/2310.12500 (2023)

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