@article{deepweightedmontecarloahybridoption,
  title = {Deep Weighted Monte Carlo: A hybrid option pricing framework using neural networks},
  author = {Sándor Kunsági-Máté and Gábor Fáth and István Csabai and Gábor Molnár-Sáska},
  year = {2022},
  eprint = {2208.14038},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2208.14038v2},
}