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EURO STOXX 50 options
The dataset is used to test the calibration of the ATS with constant ηt on the S&P 500 and EURO STOXX 50 options. -
Parametric Differential Machine Learning (PDML) for Pricing and Calibration
The dataset used in this paper is a collection of samples of stochastic processes and functionals, used for training and testing the Parametric Differential Machine Learning...