"Deep Smoothing of the Implied Volatility Surface."

Damien Ackerer, Natasa Tagasovska, Thibault Vatter (2019)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2019-06-14

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-1906-05065
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-1906-05065
Damien Ackerer, Natasa Tagasovska, Thibault Vatter:
Deep Smoothing of the Implied Volatility Surface. CoRR abs/1906.05065 (2019)

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