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

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Xia, Mingtao, Li, Xiangting, Shen, Qijing, Chou, Tom
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Machine Learning Probability Applications Methodology 60G07, 60J76
Accesso online:	Acceder al recurso
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