Deep learning volatility: a deep neural network perspective on pricing and calibration in (rough) volatility models

Research article (Quantitative Finance, 2020) · cited 139× · AI/ML
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Deep learning volatility: a deep neural network perspective on pricing and calibration in (rough) volatility models

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Deep learning volatility: a deep neural network perspective on pricing and calibration in (rough) volatility models is a scholarly article[1].

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APA 4ort.xyz Knowledge Graph. (2026). Deep learning volatility: a deep neural network perspective on pricing and calibration in (rough) volatility models. Retrieved May 24, 2026, from https://4ort.xyz/entity/deep-learning-volatility-a-deep-neural-network-perspective-on-pricing-and-calibration-in-rough-volatility-models
MLA “Deep learning volatility: a deep neural network perspective on pricing and calibration in (rough) volatility models.” 4ort.xyz Knowledge Graph, 4ort.xyz, 24 May. 2026, https://4ort.xyz/entity/deep-learning-volatility-a-deep-neural-network-perspective-on-pricing-and-calibration-in-rough-volatility-models.
BibTeX @misc{4ortxyz_deep-learning-volatility-a-deep-neural-network-perspective-on-pricing-and-calibration-in-rough-volatility-models_2026, author = {{4ort.xyz Knowledge Graph}}, title = {{Deep learning volatility: a deep neural network perspective on pricing and calibration in (rough) volatility models}}, year = {2026}, url = {https://4ort.xyz/entity/deep-learning-volatility-a-deep-neural-network-perspective-on-pricing-and-calibration-in-rough-volatility-models}, note = {Accessed: 2026-05-24}}
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