$\alpha$-Hypergeometric Uncertain Volatility Models and their Connection to 2BSDEs (Q5033264): Difference between revisions
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scientific article; zbMATH DE number 7478720
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | $\alpha$-Hypergeometric Uncertain Volatility Models and their Connection to 2BSDEs |
scientific article; zbMATH DE number 7478720 |
Statements
$\alpha$-Hypergeometric Uncertain Volatility Models and their Connection to 2BSDEs (English)
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22 February 2022
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\(\alpha\)-hypergeometric stochastic volatility model
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uncertain volatility model
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2BSDE
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deep learning based discretisation of 2BSDE
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