Research paper / RESOURCE PROFILE

Robust pricing and hedging via neural SDEs

Publication: Robust pricing and hedging via neural SDEs. Published Jul 8, 2020.

AI Trading & Research
arxiv.orgPublished Jul 8, 2020
Visit source website ↗

Overview

Publication: Robust pricing and hedging via neural SDEs. Published Jul 8, 2020.

Publication information

Publication title
Robust pricing and hedging via neural SDEs
Authors
Patryk Gierjatowicz, Marc Sabate-Vidales, David Šiška, Lukasz Szpruch, Žan Žurič
Published
Jul 8, 2020
Last publication revision
Jul 8, 2020
Subject areas
q-fin.MF, cs.LG, stat.ML
Publication source
arxiv.org · abs/2007.04154v1 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2007.04154 ↗

Discovery references

References explain how this resource entered the collection. They do not represent an endorsement.

Explore related resources

Sign In

Don't have an account yet? Register

Forgot password?

Register

Reset Password

Please enter your username or email address, you will receive a link to create a new password via email.