Hedging Option Books Using Neural-SDE Market Models (Q6112769)

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scientific article; zbMATH DE number 7723600
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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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