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Patryk Gierjatowicz
Publication Activity (10 Years)
Years Active: 2020-2020
Publications (10 Years): 1
Top Topics
Option Pricing
Network Architecture
Computationally Efficient
Top Venues
CoRR
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Publications
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Patryk Gierjatowicz
,
Marc Sabate Vidales
,
David Siska
,
Lukasz Szpruch
,
Zan Zuric
Robust pricing and hedging via neural SDEs.
CoRR
(2020)