EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"neural stochastic differential equations"
Narrow search

Narrow search

Year of publication
Subject
All
Analysis 2 Mathematical analysis 2 Neural networks 2 Neuronale Netze 2 Stochastic process 2 Stochastischer Prozess 2 neural stochastic differential equations 2 Derivat 1 Derivative 1 Forecasting model 1 Hedging 1 Mathematical programming 1 Mathematische Optimierung 1 Option pricing theory 1 Optionspreistheorie 1 Prognoseverfahren 1 Theorie 1 Theory 1 Time series analysis 1 Wasserstein generative adversarial networks 1 Zeitreihenanalyse 1 conditional generative modeling 1 deep neural network 1 derivative pricing 1 expected signature 1 neural networks 1 rough path theory 1 stochastic differential equations (SDEs) 1 stochastic gradient descent (SGD) 1
more ... less ...
Online availability
All
Undetermined 2
Type of publication
All
Article 2
Type of publication (narrower categories)
All
Article in journal 2 Aufsatz in Zeitschrift 2
Language
All
English 2
Author
All
Díaz Lozano, Pere 1 Gierjatowicz, Patrick 1 Lozano Bagén, Toni 1 Sabate-Vidales, Marc 1 Siska, David 1 Szpruch, Łukasz 1 Vives, Josep 1 Žurič, Žan 1
more ... less ...
Published in...
All
The journal of computational finance 1 The journal of computational finance : JFC 1
Source
All
ECONIS (ZBW) 2
Showing 1 - 2 of 2
Cover Image
Neural stochastic differential equations for conditional time series generation using the Signature-Wasserstein-1 metric
Díaz Lozano, Pere; Lozano Bagén, Toni; Vives, Josep - In: The journal of computational finance : JFC 27 (2023) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10014486922
Saved in:
Cover Image
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:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...