Deep Joint Learning valuation of Bermudan Swaptions
Fuente:
arXiv
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| Main Authors: | Casanova, Francisco Gómez, Leitao, Álvaro, Contreras, Fernando de Lope, Vázquez, Carlos |
|---|---|
| Format: | Preprint |
| Published: |
2024
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| Subjects: | |
| Online Access: | |
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