Pages that link to "Item:Q4991028"
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The following pages link to Calibrating rough volatility models: a convolutional neural network approach (Q4991028):
Displaying 9 items.
- Asymptotics for volatility derivatives in multi-factor rough volatility models (Q2037765) (← links)
- Calibration to FX triangles of the 4/2 model under the benchmark approach (Q2145688) (← links)
- Deep calibration of financial models: turning theory into practice (Q2165392) (← links)
- Predicting critical transitions in multiscale dynamical systems using reservoir computing (Q3388170) (← links)
- Fast Hybrid Schemes for Fractional Riccati Equations (Rough Is Not So Tough) (Q4991674) (← links)
- Optimal trade execution for Gaussian signals with power-law resilience (Q5072915) (← links)
- Unbiased Deep Solvers for Linear Parametric PDEs (Q5093244) (← links)
- A martingale method for option pricing under a CEV-based fast-varying fractional stochastic volatility model (Q6080411) (← links)
- Deep Curve-Dependent PDEs for Affine Rough Volatility (Q6159075) (← links)
