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The effectiveness of our proposed reconstruction method is demonstrated across several examples and applications.<\/jats:p>","DOI":"10.1088\/2632-2153\/ad9379","type":"journal-article","created":{"date-parts":[[2024,11,15]],"date-time":"2024-11-15T22:55:43Z","timestamp":1731711343000},"page":"045052","update-policy":"https:\/\/doi.org\/10.1088\/crossmark-policy","source":"Crossref","is-referenced-by-count":4,"title":["An efficient Wasserstein-distance approach for reconstructing jump-diffusion processes using parameterized neural networks"],"prefix":"10.1088","volume":"5","author":[{"ORCID":"https:\/\/orcid.org\/0000-0002-2116-4712","authenticated-orcid":true,"given":"Mingtao","family":"Xia","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Xiangting","family":"Li","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Qijing","family":"Shen","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0000-0003-0785-6349","authenticated-orcid":true,"given":"Tom","family":"Chou","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"266","published-online":{"date-parts":[[2024,12,12]]},"reference":[{"key":"mlstad9379bib1","doi-asserted-by":"publisher","first-page":"125","DOI":"10.1016\/0304-405X(76)90022-2","article-title":"Option pricing when underlying stock returns are discontinuous","volume":"3","author":"Merton","year":"1976","journal-title":"J. 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