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Deep Learning in a Generalized HJM-type Framework Through Arbitrage-Free Regularization - MaRDI portal

Deep Learning in a Generalized HJM-type Framework Through Arbitrage-Free Regularization

From MaRDI portal
Publication:6292540

DOI10.3390/RISKS8020040arXiv1710.05114MaRDI QIDQ6292540

Cody Blaine Hyndman, Anastasis Kratsios

Publication date: 13 October 2017











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