Kailai Xu, Eric Darve. Calibrating Multivariate Lévy Processes with Neural Networks. In Jianfeng Lu 0001, Rachel Ward, editors, Proceedings of Mathematical and Scientific Machine Learning, MSML 2020, 20-24 July 2020, Princeton, NJ, USA. Volume 107 of Proceedings of Machine Learning Research, pages 207-220, PMLR, 2020. [doi]
Abstract is missing.