2020
Deep learning volatility: a deep neural network perspective on pricing and calibration in (rough) volatility models
Blanka N. Horvath, Aitor Muguruza, Mehdi Tomas
Quantitative Finance OACore
153
cites
Faculty
Blanka N. Horvath is a Finance scholar at University of Oxford. Research spans Financial Risk and Volatility Modeling, Stochastic processes and financial applications. 75 works, 725 citations (h-index 11).
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Affiliation on publications · Quantitative BioSciences
Blanka N. Horvath, Aitor Muguruza, Mehdi Tomas
Quantitative Finance OACore
Christian Bayer, Peter K. Friz, Archil Gulisashvili, Blanka N. Horvath, Benjamin Stemper
Quantitative Finance OACore
Blanka N. Horvath, Anastasis Kratsios, Raeid Saqur
Quantitative Finance OACore