التفاصيل البيبلوغرافية
العنوان: |
Creating Synthetic Volatility Surfaces using Generative Adversarial Networks with Static Arbitrage Loss Conditions |
المؤلفون: |
Sidogi, Thendo, Mongwe, Wilson Tsakane, Mbuvha, Rendani, Marwala, Tshilidzi |
المصدر: |
2022 IEEE Symposium Series on Computational Intelligence (SSCI) Computational Intelligence (SSCI), 2022 IEEE Symposium Series on. :1423-1429 Dec, 2022 |
Relation: |
2022 IEEE Symposium Series on Computational Intelligence (SSCI) |
قاعدة البيانات: |
IEEE Xplore Digital Library |