Neural Network Pricing of American Put Options
R. M. Gaspar, S. D. Lopes and B. Sequeira
Risks 8, 73 (2020).
Real-World Scenarios With Negative Interest Rates based on the LIBOR Market Model
S. D. Lopes and C. Vázquez
Applied Mathematical Finance ICCF 2017, 1-17 (2018).