Volatility Model Calibration With Convolutional Neural Networks
Year: 2018
Type: preprint
Source: SSRN Electronic Journal
DOI: 10.2139/ssrn.3252432
Authors: Georgi Dimitroff, Dirk Röder, Christian P. Fries
Institution: Ludwig-Maximilians-Universität München
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W2907427721