On the public citation graph
Bartlett's Delta in the SABR Model
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What this work says
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inferredcites →https://doi.org/10.1007/978-3-319-11605-1_1openalex-snapshot
Probability Distribution in the SABR Model of Stochastic Volatility
What points at this work
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inferred← citeshttps://doi.org/10.2139/ssrn.4645455openalex-extracted
Reinforcement Learning and Deep Stochastic Optimal Control for Final Quadratic Hedging
inferred← citeshttps://doi.org/10.2139/ssrn.3847272openalex-snapshot
Delta Hedging of Derivatives using Deep Reinforcement Learning
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