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FuNVol: A Multi-Asset Implied Volatility Market Simulator using Functional Principal Components and Neural SDEs. (arXiv:2303.00859v1 [q-fin.CP]) http://arxiv.org/abs/2303.00859
FuNVol: A Multi-Asset Implied Volatility Market Simulator using Functional Principal Components and Neural SDEs. (arXiv:2303.00859v1 [q-fin.CP]) http://arxiv.org/abs/2303.00859