Arbitrage-Free Neural-SDE Market Models (Q6092913)
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scientific article; zbMATH DE number 7769890
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| English | Arbitrage-Free Neural-SDE Market Models |
scientific article; zbMATH DE number 7769890 |
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Arbitrage-Free Neural-SDE Market Models (English)
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23 November 2023
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market models
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no-arbitrage
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European options
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neural networks
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neural SDE
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constrained diffusions
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