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/10.2139/ssrn.3851998

Publication URI: http://dx.doi.org/10.2139/ssrn.3851998

Type: Journal Article/Review

Parent Publication: SSRN Electronic Journal