Accuracy of deep learning in calibrating HJM forward curves
Crossref DOI link: https://doi.org/10.1007/s42521-021-00030-w
Published Online: 2021-04-10
Published Print: 2021-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Benth, Fred Espen
Detering, Nils http://orcid.org/0000-0002-5251-5407
Lavagnini, Silvia
Text and Data Mining valid from 2021-04-10
Version of Record valid from 2021-04-10
Article History
Received: 13 October 2020
Accepted: 12 March 2021
First Online: 10 April 2021
Declarations
:
: The authors declare that they have no conflict of interest.