Interpolation of Missing Swaption Volatility Data using Variational Autoencoders
Data and Resources
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Original MetadataJSON
The json representation of the dataset with its distributions based on DCAT.
Cite this as
Ivo Richert, Robert Buch (2024). Dataset: Interpolation of Missing Swaption Volatility Data using Variational Autoencoders. https://doi.org/10.57702/6n6g0pk8
DOI retrieved: December 3, 2024
Additional Info
Field | Value |
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Created | December 3, 2024 |
Last update | December 3, 2024 |
Defined In | https://doi.org/10.48550/arXiv.2204.10400 |
Author | Ivo Richert |
More Authors |
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Homepage | https://arxiv.org/abs/2204.02541 |