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"Deep calibration of rough stochastic volatility models."

Christian Bayer, Benjamin Stemper (2018)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2018-11-04

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-1810-03399
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-1810-03399
Christian Bayer, Benjamin Stemper:
Deep calibration of rough stochastic volatility models. CoRR abs/1810.03399 (2018)

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