Publications

For a complete overview, check my Google Scholar

Liu, C., Papantoleon, A. & Rou, J. (2025). Convergence of the generalization error for deep gradient flow methods for PDEs. arXiv preprint arXiv:2512.25017.

Rou, J. (2025). Time Deep Gradient Flow Method for pricing American options. arXiv preprint arXiv:2505.17606.

Rou, J. (2025). Error Analysis of Deep PDE Solvers for Option Pricing. arXiv preprint arXiv:2505.05121.

Papapantoleon, A. & Rou, J. (2024). A time-stepping deep gradient flow method for option pricing in (rough) diffusion models. Quantitative Finance 25 (12), 2009-2020.