Deep Curve-Dependent PDEs for Affine Rough Volatility (Q6159075)
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scientific article; zbMATH DE number 7691062
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Deep Curve-Dependent PDEs for Affine Rough Volatility |
scientific article; zbMATH DE number 7691062 |
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Deep Curve-Dependent PDEs for Affine Rough Volatility (English)
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1 June 2023
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rough volatility
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deep learning
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path-dependent PDEs
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