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Found 3 papers, 1 papers with code
Robustness and sensitivity analyses for rough Volterra stochastic volatility models
In this paper, we analyze the robustness and sensitivity of various continuous-time rough Volterra stochastic volatility models in relation to the process of market calibration.
On simulation of rough Volterra stochastic volatility models
Rough Volterra volatility models are a progressive and promising field of research in derivative pricing.
Sim-to-Real Reinforcement Learning for Deformable Object Manipulation
Moreover, due to the large amount of data needed to learn these end-to-end solutions, an emerging trend is to learn control policies in simulation and then transfer them over to the real world.
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