most citedThermodynamics-informed graph neural networks

57 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
Showing q-fin.CPShow all

1 paper · 1 filter

q-fin.CP2022

Deep self-consistent learning of local volatility

Zhe Wang, Ameir Shaa, Nicolas Privault +1

We present an algorithm for the calibration of local volatility from market option prices through deep self-consistent learning, by approximating both market option prices and loca…