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

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

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

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

Valuation of transmission capacity rights; an option pricing approach with volatility estimation using Garch models for the France Spain case

The Gibbs phenomenon in option pricing methods: Filtering and other techniques applied to the COS method

Option pricing with perturbation methods