Calibration of stochastic volatility models via machine learning methods
Felix Bangerter

Supervisor TU Delft: Fang Fang
Supervisor FF Quant: Xiaoyu Shen


start of the project: March 2023

The Master project has been finished in November 2023 by the completion of the Masters Thesis and a final presentation has been given.

For working address etc. we refer to our alumnipage.

Summary of the master project:
Description

Contact information: Kees Vuik

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