Lookback option pricing under the double Heston model using a deep learning algorithm. - Mahsa Motameni; Farshid Mehrdoust; Ali Reza Najafi (Comput. Appl. Math., 2022)

European option pricing under a generalized fractional Brownian motion Heston exponential Hull-White model with transaction costs by the Deep Galerkin Method. - Mahsa Motameni; Farshid Mehrdoust; Ali Reza Najafi (Soft Comput., 2025)