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"Candidate point selection using a self-attention mechanism for generating ..."

Hyeonuk Kim et al. (2021)

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DOI: 10.1016/J.ESWA.2021.114640

access: closed

type: Journal Article

metadata version: 2021-10-14

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  - https://dblp.org/rec/journals/eswa/KimPJSBKK21
Hyeonuk Kim, Kyunghyun Park, Junkee Jeon, Changhoon Song, Jungwoo Bae, Yongsik Kim, Myungjoo Kang:
Candidate point selection using a self-attention mechanism for generating a smooth volatility surface under the SABR model. Expert Syst. Appl. 173: 114640 (2021)

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