Joint SPX \& VIX calibration with Gaussian polynomial volatility models: deep pricing with quantization hints (Q7005096)
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scientific article; zbMATH DE number 8019757
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| English | Joint SPX \& VIX calibration with Gaussian polynomial volatility models: deep pricing with quantization hints |
scientific article; zbMATH DE number 8019757 |
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Joint SPX \& VIX calibration with Gaussian polynomial volatility models: deep pricing with quantization hints (English)
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2 April 2025
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Gaussian Volterra processes
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neural networks
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quantization
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SPX \& VIX modeling
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stochastic volatility
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