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Kim, Hyangju

  1. Deep Calibration With Artificial Neural Network: A Performance Comparison on Option Pricing Models
    2023/03/15 by Kim, Young Shin, Kim, Hyangju, Choi, Jaehyung · 2 citations
    #Computational Engineering #FOS: Computer and information sciences #FOS: Economics and business #Finance #Machine Learning (cs.LG) #Mathematical Finance (q-fin.MF) #and Science (cs.CE)