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Blanka Horvath
Dr
https://orcid.org/0000-0002-6369-7728
159
Citations
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Research output
(2)
Similar Profiles
(7)
Research output
2
Article
Research output per year
Research output per year
2 results
Publication Year, Title
(descending)
Publication Year, Title
(ascending)
Title
Type
Search results
2021
Deep learning volatility: a deep neural network perspective on pricing and calibration in (rough) volatility models
Horvath, B.
, Muguruza, A. & Tomas, M.,
2 Jan 2021
,
In:
Quantitative Finance.
21
,
1
,
p. 11-27
17 p.
Research output
:
Contribution to journal
›
Article
›
peer-review
Open Access
File
Derivatives
100%
volatility
100%
Deep Learning Method
100%
Stochastic Volatility Model
66%
Implied Volatility
66%
49
Citations (Scopus)
459
Downloads (Pure)
2019
Asymptotic behaviour of randomised fractional volatility models
Horvath, B. N.
, Jacquier, A. & Lacombe, C.,
2019
,
In:
JOURNAL OF APPLIED PROBABILITY.
56
,
2
Research output
:
Contribution to journal
›
Article
›
peer-review
11
Citations (Scopus)