Deep calibration of financial models : turning theory into practice
Patrick Büchel, Michael Kratochwil, Maximilian Nagl, Daniel Rösch
| Year of publication: |
2022
|
|---|---|
| Authors: | Büchel, Patrick ; Kratochwil, Michael ; Nagl, Maximilian ; Rösch, Daniel |
| Subject: | Deep learning | Derivatives | Global optimizer | Interest rate term structure | Model calibration | Zinsstruktur | Yield curve | Theorie | Theory | Derivat | Derivative |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11147-021-09183-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013457606