Replication Package for "Deep Surrogates for Finance: With an Application to Option Pricing"

Published: 10 October 2025| Version 2 | DOI: 10.17632/mwsr5brmb5.2
Contributor:
Antoine Didisheim

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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

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