Sheng Victor Wang


D.Phil. University of Oxford 2022 UnitedKingdom
Dissertation: Arbitrage-free neural-SDE market models of traded options
Mathematics Subject Classification: 60—Probability theory and stochastic processes

Advisor 1: Samuel Nicholas Cohen
Advisor 2: Christoph Reisinger

No students known.

If you have additional information or corrections regarding this mathematician, please use the update form. To submit students of this mathematician, please use the new data form, noting this mathematician's MGP ID of 286863 for the advisor ID.