Consistent Recalibration Models and Deep Calibration

16 June 2020

Papers citing "Consistent Recalibration Models and Deep Calibration"

2 / 2 papers shown

Title
Designing Universal Causal Deep Learning Models: The Geometric (Hyper)Transformer Beatrice Acciaio Anastasis Kratsios G. Pammer OOD 49 20 0 31 Jan 2022
Robust pricing and hedging via neural SDEs Patryk Gierjatowicz Marc Sabate Vidales David Siska Lukasz Szpruch Zan Zuric 14 34 0 08 Jul 2020