Deep calibration of financial models: turning theory into practice (Q2165392)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Deep calibration of financial models: turning theory into practice |
scientific article |
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Deep calibration of financial models: turning theory into practice (English)
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19 August 2022
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deep learning
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derivatives
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model calibration
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interest rate term structure
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global optimizer
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