"Option Pricing by Neural Stochastic Differential Equations: A ..."

Shoudao Wang, L. Jeff Hong (2021)

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DOI: 10.1109/WSC52266.2021.9715493

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type: Conference or Workshop Paper

metadata version: 2022-03-04

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Shoudao Wang, L. Jeff Hong:
Option Pricing by Neural Stochastic Differential Equations: A Simulation-Optimization Approach. WSC 2021: 1-11

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