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Neural Posterior Estimation for Rough Volatility Calibration Under Non-Identifiability
K Fareed - Available at SSRN 6623978, 2026 - papers.ssrn.com
… We have shown that simulation-based inference with conditional normalizing flows provides a practical and principled approach to rough volatility calibration under non-…
Link to paper
… We have shown that simulation-based inference with conditional normalizing flows provides a practical and principled approach to rough volatility calibration under non-…