Robust pricing and hedging via neural SDEs

8 July 2020

Papers citing "Robust pricing and hedging via neural SDEs"

5 / 5 papers shown

Title
Efficient Training of Neural Stochastic Differential Equations by Matching Finite Dimensional Distributions Jianxin Zhang Josh Viktorov Doosan Jung Emily Pitler DiffM 41 0 0 04 Oct 2024
Risk-Neutral Market Simulation Magnus Wiese M. Phillip 21 2 0 28 Feb 2022
Designing Universal Causal Deep Learning Models: The Geometric (Hyper)Transformer Beatrice Acciaio Anastasis Kratsios G. Pammer OOD 39 20 0 31 Jan 2022
Sig-Wasserstein GANs for Time Series Generation Hao Ni Lukasz Szpruch Marc Sabate Vidales Baoren Xiao Magnus Wiese Shujian Liao SyDa AI4TS 19 73 0 01 Nov 2021
Efficient and Accurate Gradients for Neural SDEs Patrick Kidger James Foster Xuechen Li Terry Lyons DiffM 24 60 0 27 May 2021