"A neural network-based framework for financial model calibration."

Shuaiqiang Liu et al. (2019)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2019-05-02

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-1904-10523
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-1904-10523
Shuaiqiang Liu, Anastasia Borovykh, Lech A. Grzelak, Cornelis W. Oosterlee:
A neural network-based framework for financial model calibration. CoRR abs/1904.10523 (2019)

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