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Search: subject:"stochastic differential equations (SDEs)"
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stochastic differential equations (SDEs)
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The journal of computational finance
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The journal of computational finance : JFC
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Neural variance reduction for stochastic differential equations
Hinds, P. D.
;
Tretyakov, M. V.
- In:
The journal of computational finance : JFC
27
(
2023
)
3
,
pp. 1-41
Persistent link: https://www.econbiz.de/10014487028
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2
Robust pricing and hedging via neural stochastic differential equations
Gierjatowicz, Patrick
;
Sabate-Vidales, Marc
;
Siska, David
; …
- In:
The journal of computational finance
26
(
2022
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10014314540
Saved in:
3
Modeling and pricing financial assets under long memory processes
Misiran, Masnita
-
2010
propose estimation methods based on models of two
stochastic
differential
equations
(
SDEs
) perturbed by FBM, that play …
Persistent link: https://www.econbiz.de/10009434846
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