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Deep Learning in a Generalized HJM-type Framework Through Arbitrage-Free Regularization
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Overview
authors
Kratsios, Anastasis
Hyndman, Cody B
publication date
October 13, 2017
Research
keywords
math.PR
q-fin.MF
q-fin.PR
stat.ML
Identity
Digital Object Identifier (DOI)
10.48550/arxiv.1710.05114