Full Text Available
Note: Clicking the button above will open the full text document at the original institutional repository in a new window.
No-Arbitrage Option Pricing with Neural SDEs
Neural stochastic differential equations (SDEs) represent a significant advancement in the field of machine learning by combining the power of neural networks and SDEs, two influential modelling approaches. SDEs are used to model systems that exhibit randomness or uncertainty and are defined by a se...
Saved in:
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Thesis |
| Language: | Eng |
| Published: |
Department of Finance and Tax
2024
|
| Subjects: | |
| Tags: |
No Tags, Be the first to tag this record!
|