Essays about: "stochastic volatilty"
Found 1 essay containing the words stochastic volatilty.
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1. Deep Learning and the Heston Model:Calibration & Hedging
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : The computational speedup of computers has been one of the de ning characteristics of the 21st century. This has enabled very complex numerical methods for solving existing problems. As a result, one area that has seen an extraordinary rise in popularity over the last decade is what is called deep learning. READ MORE
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