Estimating Option Implied Probability Distributions for Inflation

A novel cosine network for pricing European and barrier options under stochastic volatility models

Solving multivariate expectations using dimension-reduced fourier-cosine series expansion and its application in finance

Pricing multi-dimensional American options using kernel ridge regression

Neural networks-based algorithms for option pricing

Option Pricing Techniques: Using Neural Networks

European option pricing under the rough Heston model using the COS method

The Lamperti Transform: Applications to Stochastic Local Volatility Models

Een algoritme voor het prijzen van Amerikaanse opties met behulp van regressie- en variantie reductietechnieken

Forecasting the implied volatility surface in risk-management applications

On the Application of Shannon Wavelet Inverse Fourier Techniques: An Extension to Asian Option Valuation and European Option Pricing under the SABR Model

Valuation and Hedging of Correlation Swaps

Numerical Solutions for the Stochastic Local Volatility Model

The Heston model with Term Structure: Option Pricing and Calibration

Radial basis functions for option pricing in insurance liabilities

Reduction of Computing Time for Numerical Pricing of European Multi-dimensional Options based on the COS Method

Pricing options on gas under a regime-switching model

Numerical Pricing of Bermudan Options with Shannon Wavelet Expansions

Arbitrage-free methods to price European options under the SABR model

Hardware Acceleration of Monte-Carlo Integration in Finance