Hedging Option Books Using Neural-SDE Market Models (Q6112769)
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scientific article; zbMATH DE number 7723600
Language | Label | Description | Also known as |
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English | Hedging Option Books Using Neural-SDE Market Models |
scientific article; zbMATH DE number 7723600 |
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Hedging Option Books Using Neural-SDE Market Models (English)
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7 August 2023
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market models
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European options
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market simulators
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no-arbitrage
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neural-SDE
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hedging
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