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"Short Communication: Beyond Surrogate Modeling: Learning the Local ..."

Marc Chataigner et al. (2021)

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DOI: 10.1137/20M1381538

access: closed

type: Journal Article

metadata version: 2021-12-15

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  - journals/siamfm/ChataignerCCDG21
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  - https://dblp.org/rec/journals/siamfm/ChataignerCCDG21
Marc Chataigner, Areski Cousin, Stéphane Crépey, Matthew F. Dixon, Djibril Gueye:
Short Communication: Beyond Surrogate Modeling: Learning the Local Volatility via Shape Constraints. SIAM J. Financial Math. 12(3) (2021)

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