@article{optionpricingforbarndorffnielsenand,
  title = {Option pricing for Barndorff-Nielsen and Shephard model by supervised deep learning},
  author = {Takuji Arai and Yuto Imai},
  year = {2024},
  eprint = {2402.00445},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2402.00445v1},
}