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Deep learning interpretability for rough volatility

Fuente: arXiv

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Bibliographic Details
Main Authors:	Yuan, Bo, Brigo, Damiano, Jacquier, Antoine, Pede, Nicola
Format:	Preprint
Published:	2024
Subjects:	Computational Finance 68T07, 91G20, 91G60
Online Access:	Acceder al recurso
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