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Application of Tensor Neural Networks to Pricing Bermudan... | ResearchHub
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Application of Tensor Neural Networks to Pricing Bermudan Swaptions
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Authors
Raj Patel
•
Tomas Dominguez
12 more
•
Román Orús
Published
April 18, 2023
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Journal
arXiv (Cornell University)
Topics
Computer Science
Artificial Intelligence
Mathematics
Economics
Econometrics
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DOI
https://doi.org/10.48550/arxiv.2304.09750
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