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Cost-efficient Payoffs under Model Ambiguity

Publication: Cost-efficient Payoffs under Model Ambiguity. Published Jul 6, 2022.

arxiv.orgPublished Jul 6, 2022
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Overview

Publication: Cost-efficient Payoffs under Model Ambiguity. Published Jul 6, 2022.

Publication information

Publication title
Cost-efficient Payoffs under Model Ambiguity
Authors
Carole Bernard, Gero Junike, Thibaut Lux, Steven Vanduffel
Published
Jul 6, 2022
Last publication revision
Aug 10, 2023
Subject areas
q-fin.PM, q-fin.MF
Publication source
arxiv.org · abs/2207.02948v2 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2207.02948 ↗

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github.com

the official implementation of the paper “Re(visiting) Time Series Foundation Models in Finance”.

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Language
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Code license
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foundation-modeltime-seriesresearch-lab
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