Deep Curve-Dependent PDEs for Affine Rough Volatility (Q6159075)
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scientific article; zbMATH DE number 7691062
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| English | Deep Curve-Dependent PDEs for Affine Rough Volatility |
scientific article; zbMATH DE number 7691062 |
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Deep Curve-Dependent PDEs for Affine Rough Volatility (English)
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1 June 2023
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rough volatility
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deep learning
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path-dependent PDEs
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0.8781794
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0.8554323
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0.84538877
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0.8428293
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0.8425119
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0.83777773
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0.8377288
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0.8354985
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0.83493155
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