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"Gated deep neural networks for implied volatility surfaces."

Yu Zheng, Yongxin Yang, Bowei Chen (2019)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2024-01-29

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-1904-12834
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-1904-12834
Yu Zheng, Yongxin Yang, Bowei Chen:
Gated deep neural networks for implied volatility surfaces. CoRR abs/1904.12834 (2019)

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