Publications
For a complete overview, check my Google Scholar
Papapantoleon, A., & Rou, J. (2024). A time-stepping deep gradient flow method for option pricing in (rough) diffusion models. arXiv preprint arXiv:2403.00746.
For a complete overview, check my Google Scholar
Papapantoleon, A., & Rou, J. (2024). A time-stepping deep gradient flow method for option pricing in (rough) diffusion models. arXiv preprint arXiv:2403.00746.