arXiv Machine Learning August 5, 2026 By Harris Cobb, Wenbo Hao, Yingjie Liu

Neural Networks with Local Converging Inputs for Efficient Options Pricing Models

Read the original on arXiv Machine Learning →

arXiv:2608. 02778v1 Announce Type: new Abstract: We present a novel application of Neural Networks with Local Converging Inputs (NNLCI) to improve the efficiency of existing numerical methods for pricing multi-asset options.

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