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Calibrating the Mean-Reversion Parameter in the Hull-White Model Using Neural Networks.

, , и . MIDAS/PAP@PKDD/ECML, том 11054 из Lecture Notes in Computer Science, стр. 23-36. Springer, (2018)

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Calibrating the Mean-Reversion Parameter in the Hull-White Model Using Neural Networks., , и . MIDAS/PAP@PKDD/ECML, том 11054 из Lecture Notes in Computer Science, стр. 23-36. Springer, (2018)