Deep Learning of Transition Probability Densities for Stochastic Asset Models with Applications in Option Pricing

• Haozhe Su

  Haozhe Su

  [email protected]

  https://orcid.org/0000-0002-7448-2730

  Nottingham Business School, Nottingham Trent University, Nottingham NG1 4FQ, United Kingdom

  Search for more papers by this author

  ,
• M. V. Tretyakov

  M. V. Tretyakov

  [email protected]

  https://orcid.org/0000-0002-7929-9046

  School of Mathematical Sciences, University of Nottingham, Nottingham NG7 2RD, United Kingdom

  Search for more papers by this author

  ,
• David P. Newton

  Corresponding Author

  David P. Newton

  [email protected]

  https://orcid.org/0000-0003-0470-8113

  School of Management, University of Bath, Bath BA2 7AY, United Kingdom

  Search for more papers by this author