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Author:Kentaro Hoshisashi

Publications
Whack-a-Mole Learning: Physics-Informed Deep Calibration for Implied Volatility Surface
Kentaro Hoshisashi, Carolyn E. Phelan and Paolo Barucca
EasyChair Preprint 15219

Keyphrases

implied volatility, multi-objective learning, option pricing, partial differential equations, Physics-informed neural networks.

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