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"Deep Calibration With Artificial Neural Network: A Performance Comparison ..."

Young Shin Kim, Hyangju Kim, Jaehyung Choi (2023)

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DOI: 10.48550/ARXIV.2303.08760

access: open

type: Informal or Other Publication

metadata version: 2023-03-21

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  dblp key:
  - journals/corr/abs-2303-08760
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  - https://dblp.org/rec/journals/corr/abs-2303-08760
Young Shin Kim, Hyangju Kim, Jaehyung Choi:
Deep Calibration With Artificial Neural Network: A Performance Comparison on Option Pricing Models. CoRR abs/2303.08760 (2023)

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