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Deep surrogates for finance: With an application to option pricing

Hui CHEN1; Antoine Didisheim2; Simon Scheidegger3,4

1 IIT@MIT · 2 Department of Finance · 3 London School of Economics and Political Science · 4 University of Lausanne

Journal of Financial Economics 2026
DOI
10.1016/j.jfineco.2025.104222
Volume
177
Pages
104222
Language
en
Export
BibTeX
Sources
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