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Arbitrage-Free Neural-SDE Market Models (2023)

First Author: Cohen S

Attributed to: The Alan Turing Institute funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1080/1350486x.2023.2257217

Publication URI: http://dx.doi.org/10.1080/1350486x.2023.2257217

Type: Journal Article/Review

Parent Publication: Applied Mathematical Finance

Issue: 1