Ackerer, Damien

1. Deep Smoothing of the Implied Volatility Surface
   2019/06/12 by Ackerer, Damien, Tagasovska, Natasa, Vatter, Thibault · 7 citations
   #FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Pricing of Securities (q-fin.PR)
2. Perpetual Futures Pricing
   2023/10/18 by Damien Ackerer, Ackerer, Damien, Julien Hugonnier +3 · 2 citations
   Economics, Econometrics and Finance · #Financial Markets and Investment Strategies #Stochastic processes and financial applications #Complex Systems and Time Series Analysis