2 papers in the archive are tagged neural-SDE, each distilled into a research flowchart and scored on two axes — mathematical complexity and empirical rigor (how scoring works). They are ranked below so the most evidence-backed work appears first.
- Neural option pricing for rough Bergomi model Holy Grail Rigor 7.1 Math 9.2
- A closed form model-free approximation for the Initial Margin of option portfolios Holy Grail Rigor 6 Math 7.5
Broader area: Risk Management · All topics: research topics → · Full archive: every paper →