Calibrating rough volatility models: a convolutional neural network approach (Q4991028)
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scientific article; zbMATH DE number 7353640
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Calibrating rough volatility models: a convolutional neural network approach |
scientific article; zbMATH DE number 7353640 |
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Calibrating rough volatility models: a convolutional neural network approach (English)
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2 June 2021
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rough volatility
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convolutional neural networks
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calibration
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estimation
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