Parametric Diﬀerential Machine Learning (PDML) for Pricing and Calibration

doi:doi:10.57702/oe1lkkev

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 (PDML) technique.

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Arun Kumar Polala, Bernhard Hientzsch (2024). Dataset: Parametric Diﬀerential Machine Learning (PDML) for Pricing and Calibration. https://doi.org/10.57702/oe1lkkev

DOI retrieved: December 16, 2024

Additional Info

Field	Value
Created	December 16, 2024
Last update	December 16, 2024
Defined In	https://doi.org/10.48550/arXiv.2302.06682
Author	Arun Kumar Polala
More Authors	Bernhard Hientzsch