AI RESEARCH
Deep Learning-Enhanced Calibration of the Heston Model: A Unified Framework
arXiv CS.LG
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ArXi:2510.24074v2 Announce Type: replace-cross The Heston stochastic volatility model is a widely used tool in financial mathematics for pricing European options. However, its calibration remains computationally intensive and sensitive to local minima due to the model's nonlinear structure and high-dimensional parameter space. This paper