"Interpolation of Missing Swaption Volatility Data using Gibbs Sampling on ..."

Ivo Richert, Robert Buch (2022)

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DOI: 10.48550/ARXIV.2204.10400

access: open

type: Informal or Other Publication

metadata version: 2022-04-25

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  - https://dblp.org/rec/journals/corr/abs-2204-10400
Ivo Richert, Robert Buch:
Interpolation of Missing Swaption Volatility Data using Gibbs Sampling on Variational Autoencoders. CoRR abs/2204.10400 (2022)

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