FuNVol: multi-asset implied volatility market simulator using functional principal components and neural SDEs (Q6657686)
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scientific article; zbMATH DE number 7962480
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| default for all languages | No label defined |
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| English | FuNVol: multi-asset implied volatility market simulator using functional principal components and neural SDEs |
scientific article; zbMATH DE number 7962480 |
Statements
FuNVol: multi-asset implied volatility market simulator using functional principal components and neural SDEs (English)
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6 January 2025
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0.8197290897369385
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0.8110291361808777
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0.7460740804672241
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0.736615002155304
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0.7325257658958435
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