Jump Diffusion-Informed Neural Networks with Transfer Learning for Accurate American Option Pricing under Data Scarcity. - Qiguo Sun; Hanyue Huang; Xibei Yang; Yuwei Zhang (CoRR, 2024)

Stochastic jump diffusion process informed neural networks for accurate American option pricing under data scarcity. - Qiguo Sun; Hanyue Huang; Xibei Yang; Yuwei Zhang (Appl. Soft Comput., 2025)