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"On Calibration Neural Networks for extracting implied information from ..."
Shuaiqiang Liu et al. (2020)
- Shuaiqiang Liu, Álvaro Leitao, Anastasia Borovykh, Cornelis W. Oosterlee:
On Calibration Neural Networks for extracting implied information from American options. CoRR abs/2001.11786 (2020)
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