Replication Package for "Deep Surrogates for Finance: With an Application to Option Pricing"
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# Surrogate Replication Package
This repository provides the official replication package for the paper:
**Deep Surrogates for Finance: With an Application to Option Pricing**
Hui Chen (MIT)
Antoine Didisheim (University of Melbourne)
Simon Scheidegger (University of Lausanne; London School of Economics)
*Journal of Financial Economics (forthcoming)*
First posted (SSRN): March 12, 2021
# 代理模型复现包
本仓库为下述论文提供官方复现套件:
**《面向金融的深度代理模型:以期权定价应用为例》**
陈辉(MIT,麻省理工学院)
安托万·迪迪谢姆(墨尔本大学)
西蒙·沙伊德格(洛桑大学;伦敦政治经济学院)
*《金融经济学杂志》(已录用待刊)*
首次于SSRN发布:2021年3月12日
创建时间:
2025-10-10



