A neural network-based framework for financial model calibration

Shuaiqiang Liu*, Anastasia Borovykh, Lech Grzelak, Cornelis W. Oosterlee

*Corresponding author for this work

Research output: Contribution to journalArticleScientificpeer-review

59 Citations (Scopus)
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Computer Science

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Economics, Econometrics and Finance

Mathematics

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