Neural SDEs for Finance and Asset Pricing

Outlined how neural stochastic differential equations can model uncertainty, nonlinear dynamics, and continuous-time structure in finance and asset pricing applications.
JARGON (University of Essex ISER Seminar)
Colchester, United Kingdom
Talk
2026-06-08

Outlined how neural stochastic differential equations can model uncertainty, nonlinear dynamics, and continuous-time structure in finance and asset pricing applications.