Estimating risks of option books using neural-SDE market models (Q6391130)

From MaRDI portal
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
    0 references
    q-fin.CP
    0 references
    math.PR
    0 references
    q-fin.RM
    0 references
    q-fin.ST
    0 references
    stat.ML
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references