Option pricing based on neural stochastic differential equations.
- Resource Type
- Journal
- Authors
- Ji, Xinyuan (PRC-XID-MST) AMS Author Profile; Dong, Jiantao (PRC-CEYT) AMS Author Profile; Tao, Hao (PRC-XID-CBE) AMS Author Profile
- Source
- Journal of Jilin University. Science Edition. Jilin Daxue Xuebao. Lixue Ban (J. Jilin Univ. Sci.) (20230101), 61, no.~6, 1324-1332. ISSN: 1671-5489 (print).
- Subject
- 60 Probability theory and stochastic processes -- 60H Stochastic analysis
60H10 Stochastic ordinary differential equations
62 Statistics -- 62P Applications
62P20 Applications to economics
91 Game theory, economics, social and behavioral sciences -- 91G Mathematical finance
91G70 Statistical methods, econometrics
- Language
- English
Chinese