"Sensitivity Analysis in the Dupire Local Volatility Model with Tensorflow."

Francois Belletti et al. (2020)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2020-02-10

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2002-02481
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  - https://dblp.org/rec/journals/corr/abs-2002-02481
Francois Belletti, Davis King, James Lottes, Yi-Fan Chen, John R. Anderson:
Sensitivity Analysis in the Dupire Local Volatility Model with Tensorflow. CoRR abs/2002.02481 (2020)

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