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Arbitrage-free neural-SDE market models of traded options (2022)

First Author: Wang S

Attributed to: The Alan Turing Institute funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.5287/ora-d5okdwmbd

Publication URI: https://ora.ox.ac.uk/objects/uuid:2b623ff5-0b7b-4950-828b-1b35b91e4537

Type: Thesis