Deep neural networks for the valuation of equity and real-estate index American options under models with stochastic volatility
Year: 2025
Type: article
Authors: Bibi Sameenah Kauthar Bolaky, Jason Narsoo, Nawdha Thakoor, Désiré Yannick Tangman, Muddun Bhuruth
Institution: University of Mauritius
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
Funder: University of Mauritius
Awards: G560878773, G8953426708
OpenAlex ID: W7107855140