Ackerer, Damien

2 publications

NeurIPS 2020 Deep Smoothing of the Implied Volatility Surface Damien Ackerer, Natasa Tagasovska, Thibault Vatter

NeurIPS 2019 Copulas as High-Dimensional Generative Models: Vine Copula Autoencoders Natasa Tagasovska, Damien Ackerer, Thibault Vatter