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| Format: | Recurso digital |
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Zenodo
2026
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| Online adgang: | https://doi.org/10.5281/zenodo.20176723 |
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| _version_ | 1866901572745691136 |
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| author | Vu, Quoc Khanh |
| author_facet | Vu, Quoc Khanh |
| contents | <p>360 PyTorch checkpoints (GBM/Heston/SBTS × 2 options × 3 strikes × 10 seeds). Each checkpoint contains 5-layer provenance: model weights, hyperparameters, training history, evaluation artifacts, and environment snapshot. See GitHub: https://github.com/Khanh-VuQuoc/ARTICLE_SBTS</p> |
| format | Recurso digital |
| id | zenodo_https___doi_org_10_5281_zenodo_20176723 |
| institution | Zenodo |
| language | |
| publishDate | 2026 |
| publisher | Zenodo |
| record_format | zenodo |
| spellingShingle | ARTICLE_SBTS: Model Checkpoints for Deep Hedging of Rainbow Options via Schrödinger Bridge Vu, Quoc Khanh deep hedging, rainbow options, Schrödinger bridge, transaction costs, PyTorch <p>360 PyTorch checkpoints (GBM/Heston/SBTS × 2 options × 3 strikes × 10 seeds). Each checkpoint contains 5-layer provenance: model weights, hyperparameters, training history, evaluation artifacts, and environment snapshot. See GitHub: https://github.com/Khanh-VuQuoc/ARTICLE_SBTS</p> |
| title | ARTICLE_SBTS: Model Checkpoints for Deep Hedging of Rainbow Options via Schrödinger Bridge |
| topic | deep hedging, rainbow options, Schrödinger bridge, transaction costs, PyTorch |
| url | https://doi.org/10.5281/zenodo.20176723 |