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D. Sarr

1 paper hereh-index 4153 citations13 works total

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  • q-fin.ST1

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most citedDeep Calibration of Interest Rates Model

1 citations · 1 across the 1 of their papers we have counts for

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1 paper · 1 filter

q-fin.ST2021★ 1 cited

Deep Calibration of Interest Rates Model

Mohamed Ben Alaya, Ahmed Kebaier, Djibril Sarr

For any financial institution, it is essential to understand the behavior of interest rates. Despite the growing use of Deep Learning, for many reasons (expertise, ease of use, etc…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.