\(\alpha\)-hypergeometric uncertain volatility models and their connection to 2BSDEs (Q5033264)
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scientific article; zbMATH DE number 7478720
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| 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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0.7687103152275085
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0.7678951025009155
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0.7514866590499878
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0.7506411671638489
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0.7494078278541565
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