Random neural networks for rough volatility (Q6840347)
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scientific article; zbMATH DE number 8175584
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Random neural networks for rough volatility |
scientific article; zbMATH DE number 8175584 |
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Random neural networks for rough volatility (English)
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23 March 2026
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stochastic partial differential equations
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rough volatility
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backward stochastic differential equations
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neural networks
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reservoir computing
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