ML-QuantSubscribe

SSRNDerivatives & Volatility

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

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page