FuNVol: multi-asset implied volatility market simulator using functional principal components and neural SDEs (Q6657686)
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scientific article; zbMATH DE number 7962480
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | FuNVol: multi-asset implied volatility market simulator using functional principal components and neural SDEs |
scientific article; zbMATH DE number 7962480 |
Statements
FuNVol: multi-asset implied volatility market simulator using functional principal components and neural SDEs (English)
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6 January 2025
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