Candidate point selection using a self-attention mechanism for generating a smooth volatility surface under the SABR model - researchr publication

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Hyeonuk Kim, Kyunghyun Park, Junkee Jeon, Changhoon Song, Jungwoo Bae, Yongsik Kim, Myungjoo Kang. Candidate point selection using a self-attention mechanism for generating a smooth volatility surface under the SABR model. Expert Syst. Appl., 173:114640, 2021. [doi]

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