Accuracy of deep learning in calibrating HJM forward curves
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Engineering
Link
https://link.springer.com/content/pdf/10.1007/s42521-021-00030-w.pdf
Reference41 articles.
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4. Barth, A., & Lang, A. (2012). Multilevel Monte Carlo method with applications to stochastic partial differential equations. International Journal of Computer Mathematics, 89(18), 2479–2498.
5. Barth, A., Lang, A., & Schwab, C. (2013). Multilevel Monte Carlo method for parabolic stochastic partial differential equations. BIT Numerical Mathematics, 53(1), 3–27.
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