A time-stepping deep gradient flow method for option pricing in (rough) diffusion models (Q6524244): Difference between revisions

From MaRDI portal
Changed label, description and/or aliases in en, and other parts
Changed an Item
 
Property / has companion code repository
 
Property / has companion code repository: https://github.com/jgrou/TDGF / rank
 
Normal rank
Property / has companion code repository: https://github.com/jgrou/TDGF / reference
 

Latest revision as of 05:01, 11 May 2025

scientific article from arXiv
Language Label Description Also known as
English
A time-stepping deep gradient flow method for option pricing in (rough) diffusion models
scientific article from arXiv

    Statements

    A time-stepping deep gradient flow method for option pricing in (rough) diffusion models (English)
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references