Niklas Walter
Department of Mathematics
Office address:
Theresienstr. 39
Room B232
80333 München
About
Research Interests
- (Random) Neural Network Approximation
- Market Generators
- (Rough) Stochastic Volatility Models
- 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