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Approximation Rates for Deep Calibration of (Rough) Stochastic Volatility Models.

Francesca BiaginiLukas GononNiklas Walter
Published in: CoRR (2023)
Keyphrases
  • stochastic models
  • statistical models
  • rough sets
  • approximation algorithms
  • stochastic processes
  • probabilistic model
  • camera calibration
  • stochastic model
  • computer vision
  • prior knowledge
  • complex systems
  • error bounds