Estimating risks of option books using neural-SDE market models (Q6391130)
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scientific article; zbMATH DE number 900525276
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating risks of option books using neural-SDE market models |
scientific article; zbMATH DE number 900525276 |
Statements
14 February 2022
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q-fin.CP
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math.PR
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q-fin.RM
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q-fin.ST
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stat.ML
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