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