Learning standardized noise for risk-neutral option pricing via Generative Adversarial Networks

Finance research letters 2026

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Authors: Younghoon Choi, Dongwon Ryu, Jun Young Byun, Yosep Na, Jae Wook Song

DOI: 10.1016/j.frl.2025.109464

Cited by: 0

References: 11

Fields of Study & Subjects

Stock Market Forecasting Methods Stochastic processes and financial applications Generative Adversarial Networks and Image Synthesis

References 11