This is a popularization of things already published in open papers, so it does not reveal anything specific about their activities. Any place employing deep ML practitioners could have written this.
It could even be a red herring, as the most popular application of batch norm is to Deep CNNs, and those are mostly used on computer vision problems. CV does not seem important for option pricing, which is AFAIK Jane Street's big money maker. Of course I can be very wrong about this. People have tried image data as auxiliary inputs to financial data. Or you can apply Deep CNNs to 1D data like timeseries - see WaveNet applied to timeseries forecasting.
It could even be a red herring, as the most popular application of batch norm is to Deep CNNs, and those are mostly used on computer vision problems. CV does not seem important for option pricing, which is AFAIK Jane Street's big money maker. Of course I can be very wrong about this. People have tried image data as auxiliary inputs to financial data. Or you can apply Deep CNNs to 1D data like timeseries - see WaveNet applied to timeseries forecasting.