Research literature / Preprint / posted paper

Beyond Monte Carlo: Harnessing Diffusion Models to Simulate Financial Market Dynamics

Andrew Lesniewski

Published: 2024
Publisher: Elsevier BV
Research area: Capital & markets
Source type: Preprint / posted paper
DOI: 10.2139/ssrn.5039644

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Andrew Lesniewski. Beyond Monte Carlo: Harnessing Diffusion Models to Simulate Financial Market Dynamics. Elsevier BV. 2024. https://doi.org/10.2139/ssrn.5039644

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