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Stock Market Forecasting MethodsMachine Learning in HealthcareFinancial Risk and Volatility Modeling

Deep surrogates for finance: With an application to option pricing

Hui Chen, Antoine Didisheim, Simon Scheidegger

2026.3.1JOURNAL OF FINANCIAL ECONOMICS

DOI: 10.1016/j.jfineco.2025.104222

Abstract

Abstract is not available.

Citation format

CHEN, Hui; DIDISHEIM, Antoine; SCHEIDEGGER, Simon. Deep surrogates for finance: With an application to option pricing. JOURNAL OF FINANCIAL ECONOMICS, 2026, 177: 104222.