# Enhancing path-integral approximation for non-linear diffusion with neural network

arXiv: https://arxiv.org/abs/2404.08903 · HTML: https://mlsanity.com/paper/2404.08903/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 1 of its 33 references that are in the map.
- First posted on arXiv 13 Apr 2024.

## Builds on (most cited first, 1 of 1)

- [Neural Taylor Approximations: Convergence and Exploration in Rectifier Networks](https://mlsanity.com/paper/1611.02345/) (2016)

## Abstract (arXiv)

Enhancing the existing solution for pricing of fixed income instruments within Black-Karasinski model structure, with neural network at various parameterisation points to demonstrate that the method is able to achieve superior outcomes for multiple calibrations across extended projection horizons.