From: A neural network-based framework for financial model calibration
∂ρ | ∂κ | ∂γ | ∂ν̄ | \(\partial \nu _{0}\) | |
---|---|---|---|---|---|
∂ρ | 2.79 × 10−2 | – | – | – | – |
∂κ | 1.14 × 10−2 | 8.20 × 10−3 | – | – | – |
∂γ | −2.88 × 10−2 | −1.76 × 10−2 | 4.11 × 10−2 | – | – |
∂ν̄ | 7.45 × 10−2 | 5.51 × 10−2 | −1.19 × 10−1 | 3.76 × 10−1 | – |
\(\partial \nu _{0}\) | 2.16 × 10−1 | 1.27 × 10−1 | −3.10 × 10−1 | 8.77 × 10−1 | 2.66 |