A generative adversarial network approach to calibration of local stochastic volatility models (Q6340112)
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preprint article from arXiv
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A generative adversarial network approach to calibration of local stochastic volatility models |
preprint article from arXiv |
Statements
5 May 2020
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q-fin.CP
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math.OC
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stat.ML
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Christa Cuchiero
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Wahid Khosrawi
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Josef Teichmann
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