A hybrid deep learning approach using Price Approximator and Calibration Correction networks improves the efficiency and accuracy of Heston model calibration on S&P 500 option data.
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Deep Learning-Enhanced Calibration of the Heston Model: A Unified Framework
A hybrid deep learning approach using Price Approximator and Calibration Correction networks improves the efficiency and accuracy of Heston model calibration on S&P 500 option data.