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TITLE: Neural Network Pricing of American Put Options
AUTHORS: Gaspar, RM ; Lopes, SD; Sequeira, B;
PUBLISHED: 2020, SOURCE: RISKS, VOLUME: 8, ISSUE: 3
INDEXED IN: Scopus WOS CrossRef: 1
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TITLE: A Libor market model including credit risk under the real-world measure
AUTHORS: Lopes, SD; Vazquez, C;
PUBLISHED: 2020, SOURCE: JOURNAL OF COMPUTATIONAL FINANCE, VOLUME: 24, ISSUE: 3
INDEXED IN: Scopus WOS