"Calibrating Multivariate Lévy Processes with Neural Networks."

Kailai Xu, Eric Darve (2020)

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DOI: —

access: open

type: Conference or Workshop Paper

metadata version: 2020-12-15

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  dblp key:
  - conf/msml/XuD20
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Kailai Xu, Eric Darve:
Calibrating Multivariate Lévy Processes with Neural Networks. MSML 2020: 207-220

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