Stochastic Volatility Model with Sticky Drawdown and Drawup Processes: A Deep Learning Approach

Fuente: arXiv

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Bibliographic Details
Main Authors:	Liu, Yuhao, Jiang, Pingping, Zhang, Gongqiu
Format:	Preprint
Published:	2025
Subjects:	Mathematical Finance Pricing of Securities
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2503.14829