Estimating risks of option books using neural-SDE market models (2022)

First Author: Cohen S

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/10.48550/arxiv.2202.07148

Publication URI: https://arxiv.org/abs/2202.07148

Type: Preprint