A generative adversarial network approach to calibration of local stochastic volatility models
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2020-05-11 (Big Data)
- NEP-CMP-2020-05-11 (Computational Economics)
- NEP-GEN-2020-05-11 (Gender)
- NEP-ORE-2020-05-11 (Operations Research)
- NEP-RMG-2020-05-11 (Risk Management)
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