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Options on a traded account : symmetric treatment of the underlying assets

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On the multidimensional Black-Scholes partial differential equation

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Deep neural network framework based on backward stochastic differential equations for pricing and hedging American options in high dimensions

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A second-order discretization with Malliavin weight and Quasi-Monte Carlo method for option pricing

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Pricing barrier options with deep backward stochastic differential equation methods

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Pricing American option using a modified fractional black-scholes model under multi-state regime switching

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Efficient pricing and hedging of high-dimensional American options using deep recurrent networks

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Solving the Asian option PDE using Lie symmetry methods

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Valuation of European call options via the fast Fourier transform and the improved Mellin transform

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