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Candidate point selection using a self-attention mechanism for generating a smooth volatility surface under the SABR model.

Hyeonuk KimKyunghyun ParkJunkee JeonChanghoon SongJungwoo BaeYongsik KimMyungjoo Kang
Published in: Expert Syst. Appl. (2021)
Keyphrases
  • attention mechanism
  • similarity measure
  • computer vision
  • multimedia
  • high level
  • denoising
  • visual quality