Robuta

https://www.arxiv.org/abs/2005.04297
Abstract page for arXiv paper 2005.04297: Pricing Path-Dependent Derivatives under Multiscale Stochastic Volatility Models: a Malliavin Representation
path dependentstochastic volatilitypricingderivativesmultiscale
https://sourceware.org/pipermail/cygwin/2015-July/222452.html
path dependentdrivecygwin
https://www.arxiv.org/abs/1903.00590
Abstract page for arXiv paper 1903.00590: Non-Parametric Robust Model Risk Measurement with Path-Dependent Loss Functions
model risknonparametricrobustmeasurement
https://deepai.org/publication/a-deep-learning-approach-to-the-probabilistic-numerical-solution-of-path-dependent-partial-differential-equations
09/28/22 - Recent work on Path-Dependent Partial Differential Equations (PPDEs) has shown that PPDE solutions can be approximated by a probab...
deep learningnumerical solutionapproachprobabilistic
https://www.sintef.no/en/publications/publication/889792/
stress pathlaboratorycharacterizationdependentwave