"Deep Generative Calibration on Stochastic Volatility Models with ..."

Yanqing Ma et al. (2025)

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DOI: 10.1145/3672608.3707874

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type: Conference or Workshop Paper

metadata version: 2025-06-11

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Yanqing Ma, Carmine Ventre, Renzo Tiranti, Aiming Chen:
Deep Generative Calibration on Stochastic Volatility Models with Applications in FX Barrier Options. SAC 2025: 122-130

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