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Fourier Neural Network Approximation of Transition Densities in Finance

Fuente: arXiv

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Bibliographic Details
Main Authors:	Du, Rong, Dang, Duy-Minh
Format:	Preprint
Published:	2023
Subjects:	Computational Finance 62M45, 91-08, 60E10, 62P05
Online Access:	Acceder al recurso
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