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"Approximation Rates for Deep Calibration of (Rough) Stochastic Volatility ..."

Francesca Biagini, Lukas Gonon, Niklas Walter (2023)

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DOI: 10.48550/ARXIV.2309.14784

access: open

type: Informal or Other Publication

metadata version: 2023-10-17

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  dblp key:
  - journals/corr/abs-2309-14784
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  - https://dblp.org/rec/journals/corr/abs-2309-14784
Francesca Biagini, Lukas Gonon, Niklas Walter:
Approximation Rates for Deep Calibration of (Rough) Stochastic Volatility Models. CoRR abs/2309.14784 (2023)

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