Structured Neural SDEs for Functional Calibration
cs.LG, math.PR
Submitted: 2026-09-28
Updated: 2026-09-28
Terminology
Sources
- Arbitrage-free neural-SDE market models
- Robust pricing and hedging via neural SDEs
- Mamba: Linear-Time Sequence Modeling with Selective State Spaces
- Liquid Structural State-Space Models
- Neural SDE: Stabilizing Neural ODE Networks with Stochastic Noise
- Neural Stochastic Differential Equations: Deep Latent Gaussian Models in the Diffusion Limit
- Structured Linear CDEs: Maximally Expressive and Parallel-in-Time Sequence Models
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