---
title: Deep Calibration for Stochastic Volatility
url: https://www.ml-quant.com/papers/ssrn/4692741/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4692741
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4692741
featured: 2024-01-17
citations: unknown
topic: Derivatives & 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4692741
- Identifier: SSRN 4692741
- Released: 2023-06-25
- First featured: Quant Letter No. 33 (2024-01-17): https://www.ml-quant.com/issues/2024-01-17/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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