Quant Letter: July 2025, Week-4
101st Edition
ArXiv
Finance
Neural Network Pricing: The study uses neural network methods, Time Deep Gradient Flow and Deep Galerkin Method, to price multidimensional American put options, showing better accuracy and speed than traditional methods. (2025-07-23, shares: 27)
Optimal Trading with Price Impact: The research tackles dynamic portfolio optimization, considerin…
Keep reading with a 7-day free trial
Subscribe to Machine Learning & Quant Finance to keep reading this post and get 7 days of free access to the full post archives.