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Financial mathematics team challenge Brazil: a collection of the four reports from the 2018 Financial Mathematics Team Challenge Brazil

Fundação Getulio Vargas. Escola de Matemática Aplicada
2018

The research pursued by the four teams included projects on (a) Solving Challenging PDEs in Finance and Economics using Deep Learning, (b) (Machine) Learning the Greeks, (c) The LIBOR Forward Market Model and Emerging ...