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Sponsored AI Networking Cookbook: Practical recipes for AI-assisted network automation and development AI Networking Cookbook: Practical recipes for AI-assisted network automation and development

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Kefan Liu

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#diffusion models Oct 2026

An improved physics-informed neural network for valuing American lookback options under regime-switching jump-diffusion models

This study addresses the computational challenges inherent in valuing American lookback options within a regime-switching jump-diffusion (RSJD) framework. We first formulate the pricing problem as a system of coupled partial integro-differential equations (PIDEs) structured as linear complementarity problems (LCPs), ri...

Kefan Liu, Jiangyan Peng, Chenghao Xu · 0 citations

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