In this paper, we consider the valuation of European and path-dependent options in foreign exchange markets when the currency exchange rate evolves according to the Heston model combined with the ...
Abstract: We extend the sensitivity rank condition (SERC), which tests for identifiability of smooth input-output systems, to a broader class of systems. Particularly, we build on our recently ...
Codes associated with the manuscript titled "Subspace method based on neural networks for solving the partial differential equation" authored by Zhaodong Xu and Zhiqiang Sheng. This repository ...
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