Incorporating prior financial domain knowledge into neural networks for implied volatility surface prediction¶

Bibliographic record. Follow the original-source link for the publication.

Field	Value
Topics	volatility, financial_ml
Authors	Yu Zheng, Yongxin Yang, Bowei Chen
Published	2021-05-28
Source	arXiv Quantitative Finance History
Identifiers	arxiv:1904.12834
URL	Open original source

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