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View Code? Open in Web Editor NEWRobust pricing and hedging via Neural SDEs
License: GNU General Public License v3.0
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deqing96 alex-muci fagan2888 patgie u3500808 yuki-harunari wn1695173791 nelsonvadori ericavanee yrz437396236 yenvv jianqihrobust_nsde's Issues
Codes for 59.pt
Hi!
I really enjoyed reading the paper. If possible, could you please also share the codes where you used to generate market data in Appendix B, i.e. 59.pt? I cannot seem to find it. Did you also use a tamed Euler method to generate the market data or just the regular Euler-scheme? Thank you!
Erica
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