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Found 3 papers, 1 papers with code
Option pricing for Barndorff-Nielsen and Shephard model by supervised deep learning
This paper aims to develop a supervised deep-learning scheme to compute call option prices for the Barndorff-Nielsen and Shephard model with a non-martingale asset price process having infinite active jumps.
DialMAT: Dialogue-Enabled Transformer with Moment-Based Adversarial Training
This paper focuses on the DialFRED task, which is the task of embodied instruction following in a setting where an agent can actively ask questions about the task.
Monte Carlo simulation for Barndorff-Nielsen and Shephard model under change of measure
The Barndorff-Nielsen and Shephard model is a representative jump-type stochastic volatility model.
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