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

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