From Stochastic to Rough Volatility : A New Deep Learning Perspective on the Hedging
Year of publication: |
[2022]
|
---|---|
Authors: | Zhu, Qinwen ; Wu, Chongfeng ; Diao, Xundi |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Hedging | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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