@article{machinelearningformultipleyieldcurve,
  title = {Machine learning for multiple yield curve markets: fast calibration in the Gaussian affine framework},
  author = {Sandrine Gümbel and Thorsten Schmidt},
  year = {2020},
  eprint = {2004.07736},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2004.07736v2},
}