Niklas Walter
Department of Mathematics
Office address:
Theresienstr. 39
Room B232
80333 München
Department of Mathematics
Office address:
Theresienstr. 39
Room B232
80333 München
Research Interests
Publications/Preprints
Approximation Rates for Deep Calibration of (Rough) Stochastic Volatility Models - F. Biagini, L. Gonon, N. Walter, [arXiv]