Merton Model
Benchmarks
| Task Name | Dataset Name | SOTA Result | Trend | |
|---|---|---|---|---|
| Optimal Portfolio Control | Merton Model Diffusion-only standard (val) | Optimal Control u76.2 | 2 | |
| Optimal Portfolio Control | Merton Model Variance Gamma Jumps standard (val) | Optimal u0.344 | 1 |
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