Estimating risks of option books using neural-SDE market models (2022)
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/10.2139/ssrn.4035044
Publication URI: http://dx.doi.org/10.2139/ssrn.4035044
Type: Journal Article/Review
Parent Publication: SSRN Electronic Journal