Yield Curves Dynamics Using Variational Autoencoders Under No-arbitrage

Fuente: arXiv

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Bibliographic Details
Main Authors:	Luo, Fusheng, Geman, H'elyette
Format:	Preprint
Published:	2026
Subjects:	Mathematical Finance Machine Learning
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2605.12764