On Calibration Neural Networks for extracting implied information from American options¶

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

Field	Value
Topics	volatility, financial_ml
Authors	Shuaiqiang Liu, Álvaro Leitao, Anastasia Borovykh, Cornelis W. Oosterlee
Published	2020-01-31
Source	arXiv Quantitative Finance History
Identifiers	arxiv:2001.11786
URL	Open original source

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