The acces to the trained neural network

Here, we provide the names of the neural networks along with a brief description. To access the files, the common username is the second part of the main contributor’s family name in capital letters. The password is generated by concatenating the first character of each word in the following sentence:

"Neural Network trained using Nvidia Graphics Processing Units 2 generate Monte Carlo"

In addition to the file names listed below, you will need the URL address, which can be found in the HTML page associated with each model.

• noncentralChi2031024.zip This is a generator neural network, from a GAN training, that produces non-central Chi-squared random variables.

• nigcall031024.zip This neural network mimics the prices of call options of NIG model. It was trained to minimize the L2 error.

• rBergomicall031024.zip This neural network mimics the prices of call options of rough Bergomi model. It was trained to minimize the L2 error.

• sabrcall031024.zip This neural network mimics the prices of call options of SABR model. It was trained to minimize the L2 error.

• vgcall031024.zip This neural network mimics the prices of call options of Variance-Gamma model. It was trained to minimize the L2 error.