Review
Open access
Sep 2026
The Evolution of Option Pricing Models: From Black-Scholes and Heston Models to Differentiable Deep Neural Networks
The development of the Black-Scholes and Heston models to DNN- and DDN-based surrogate models, as well as their applications in quantitative finance are reviewed, with some attention to computational efficiency in the repeated pricing and calibration.
Xin-Hao Wang
· Advances in Economics, Manag... · 0 citations