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"Deep Smoothing of the Implied Volatility Surface."

Damien Ackerer, Natasa Tagasovska, Thibault Vatter (2020)

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DOI: —

access: open

type: Conference or Workshop Paper

metadata version: 2021-01-19

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  - electronic edition @ neurips.cc (open access)
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  dblp key:
  - conf/nips/AckererTV20
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  persistent URL:
  - https://dblp.org/rec/conf/nips/AckererTV20
Damien Ackerer, Natasa Tagasovska, Thibault Vatter:
Deep Smoothing of the Implied Volatility Surface. NeurIPS 2020

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