ARTICLE_SBTS: Model Checkpoints for Deep Hedging of Rainbow Options via Schrödinger Bridge
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资源简介:
360 PyTorch checkpoints (GBM/Heston/SBTS × 2 options × 3 strikes × 10 seeds). Each checkpoint contains 5-layer provenance: model weights, hyperparameters, training history, evaluation artifacts, and environment snapshot. See GitHub: https://github.com/Khanh-VuQuoc/ARTICLE_SBTS
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Zenodo创建时间:
2026-05-14



