Dataset Groups Activity Stream Interpolation of Missing Swaption Volatility Data using Variational Autoencoders Daily (Bachelier model implied) swaption volatility cubes of European LIBOR swaptions BibTex: @dataset{Ivo_Richert_and_Robert_Buch_2024, abstract = {Daily (Bachelier model implied) swaption volatility cubes of European LIBOR swaptions}, author = {Ivo Richert and Robert Buch}, doi = {10.57702/6n6g0pk8}, institution = {No Organization}, keyword = {'Swaption', 'Variational Autoencoder', 'Volatility'}, month = {dec}, publisher = {TIB}, title = {Interpolation of Missing Swaption Volatility Data using Variational Autoencoders}, url = {https://service.tib.eu/ldmservice/dataset/interpolation-of-missing-swaption-volatility-data-using-variational-autoencoders}, year = {2024} }
