An efficient Wasserstein-distance approach for reconstructing jump-diffusion processes using parameterized neural networks

Fuente: arXiv

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Bibliographic Details
Main Authors:	Xia, Mingtao, Li, Xiangting, Shen, Qijing, Chou, Tom
Format:	Preprint
Published:	2024
Subjects:	Machine Learning Probability Applications Methodology 60G07, 60J76
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2406.01653