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2205.15991
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Hedging option books using neural-SDE market models
31 May 2022
Samuel N. Cohen
C. Reisinger
Sheng Wang
Re-assign community
ArXiv (abs)
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Papers citing
"Hedging option books using neural-SDE market models"
2 / 2 papers shown
Title
Arbitrage-free neural-SDE market models
Samuel N. Cohen
C. Reisinger
Sheng Wang
39
29
0
24 May 2021
Neural networks for option pricing and hedging: a literature review
Johannes Ruf
Weiguan Wang
62
129
0
13 Nov 2019
1
