A neural network-based framework for financial model calibration

by Shuaiqiang Liu, Anastasia Borovykh, Lech A. Grzelak, Cornelis W. Oosterlee
Published 2019-09-01

Uncertainty quantification and Heston model

by María Suárez-Taboada, Jeroen A. S. Witteveen, Lech A. Grzelak, Cornelis W. Oosterlee
Published 2018-07-01