Discrete approximation of risk-based prices under volatility uncertainty

MaRDI QIDQ6751580arXivFDO

Authors Jonas Blessing, Michael Kupper, Alessandro Sgarabottolo

Publication date 2024

Published in arXiv

arXiv classification

q-fin.MF

Cited in

(1)

• Neural operators approximate strongly continuous convex monotone semigroups

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