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Jasper Rou
Publication Activity (10 Years)
Years Active: 2024-2024
Publications (10 Years): 1
Top Topics
Computational Complexity
Energy Functional
Top Venues
CoRR
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Publications
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Antonis Papapantoleon
,
Jasper Rou
A time-stepping deep gradient flow method for option pricing in (rough) diffusion models.
CoRR
(2024)