Deep Calibration for Stochastic Volatility
A new method using neural networks to calibrate stochastic volatility models has proven to be robust and efficient, as confirmed by empirical and Monte Carlo experiments.
Featured in No. 33 on 17 Jan 2024 ·
- Released
- 25 Jun 2023
- First featured
- No. 33 · 17 Jan 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4692741
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