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Vedant Choudhary
Vedant Choudhary
Doctoral Candidate
Verified email at mail.utoronto.ca - Homepage
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FuNVol: A Multi-Asset Implied Volatility Market Simulator using Functional Principal Components and Neural SDEs
V Choudhary, S Jaimungal, M Bergeron
arXiv preprint arXiv:2303.00859, 2023
72023
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