A generative adversarial network approach to calibration of local stochastic volatility models
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Publication:6340112
arXiv2005.02505MaRDI QIDQ6340112
Josef Teichmann, Christa Cuchiero, Wahid Khosrawi
Publication date: 5 May 2020
Has companion code repository: https://github.com/wahido/neural_locVol
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