Proceedings of the 2023 6th International Conference on Mathematics and Statistics 2023
DOI: 10.1145/3613347.3613366
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European High-Dimensional Option Pricing using Backward Stochastic Differential Equation-Based Convolutional Neural Network

Aldi Eka Wahyu Widianto,
Endah Rokhmati Merdika Putri,
Imam Mukhlash
et al.
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