Arbitrage-free neural-SDE market models (2021)

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/10.48550/arxiv.2105.11053

Publication URI: https://arxiv.org/abs/2105.11053

Type: Preprint