Austrian economists have long criticized using mathematics to undergird economic analysis. It is time to apply that same ...
Stochastic optimal control has become a critical framework for addressing decision-making problems under uncertainty, especially in the context of financial market models. By combining probabilistic ...
The paper presents a Bayesian framework for the calibration of financial models using neural stochastic differential equations (neural SDEs), for which we also formulate a global universal ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results