Work

Deep Learning and the Heston Model:Calibration & Hedging

Year: 2020

Type: article

Authors: Oliver Klingberg Malmer, Victor Tisell

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3202961824

FWCI:

Cites: 21

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Related to: 10