Arbitrage-Free Neural-SDE Market Models (Q6092913)

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scientific article; zbMATH DE number 7769890
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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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