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~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~person:"Muguruza, Aitor"
~subject:"Monte-Carlo-Simulation"
~subject:"Prognoseverfahren"
~subject:"Volatilität"
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Muguruza, Aitor
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Deep learning volatility : a deep neural network perspective on
pricing
and calibration in (rough) volatility models
Horvath, Blanka Nora
;
Muguruza, Aitor
;
Tomas, Mehdi
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 11-27
Persistent link: https://www.econbiz.de/10012424629
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2
On VIX futures in the rough Bergomi model
Jacquier, Antoine
;
Martini, Claude
;
Muguruza, Aitor
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 45-61
Persistent link: https://www.econbiz.de/10011905829
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