The speed with which the calibration of a pricing model can be performed influences the usability of that model. Andres Hernandez shows calibration can be performed significantly faster, regardless of ...
An overview of continuous (semi-martingale) optimal transport for model calibration is given in this paper. Ivan Guo et al present the general framework and then discuss the calibration of local, and ...
The semiconductor industry has always faced challenges caused by device scaling, architecture evolution, and process complexity and integration. These challenges are coupled with a need to provide new ...
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