Rough Bergomi model
Benchmarks
| Task Name | Dataset Name | SOTA Result | Trend | |
|---|---|---|---|---|
| Rough Bergomi model calibration | Rough Bergomi model 50 parameter values, 200 trajectories (test) | Accuracy93 | 4 |
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| Task Name | Dataset Name | SOTA Result | Trend | |
|---|---|---|---|---|
| Rough Bergomi model calibration | Rough Bergomi model 50 parameter values, 200 trajectories (test) | Accuracy93 | 4 |