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Estimating risks of European option books using neural stochastic differential equation market models (2023)

First Author: Cohen S

Attributed to: FAIR: Framework for responsible adoption of Artificial Intelligence in the financial seRvices industry funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.21314/jcf.2022.028

Publication URI: http://dx.doi.org/10.21314/jcf.2022.028

Type: Journal Article/Review

Parent Publication: Journal of Computational Finance