About

Research Interests

  • (Random) Neural Network Approximation
  • Market Generators
  • (Rough) Stochastic Volatility Models

For current teaching events see Teaching

  • Approximation Rates for Deep Calibration of (Rough) Stochastic Volatility Models
    Biagini F., Gonon L., Walter N.
    Preprint, 2023 [arXiv]

For more Publications & Preprints see Publications

Publications