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

Francesca Biagini, Lukas Gonon, Niklas Walter (2024)

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DOI: 10.1137/23M1606769

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type: Journal Article

metadata version: 2024-09-19

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Francesca Biagini, Lukas Gonon, Niklas Walter:
Approximation Rates for Deep Calibration of (Rough) Stochastic Volatility Models. SIAM J. Financial Math. 15(3): 734-784 (2024)

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