Niklas Walter

According to our database, Niklas Walter authored at least 2 papers in 2024.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2024

Approximation Rates for Deep Calibration of (Rough) Stochastic Volatility Models.

Francesca Biagini, Lukas Gonon, Niklas Walter

SIAM J. Financial Math., 2024

Universal randomised signatures for generative time series modelling.

Francesca Biagini, Lukas Gonon, Niklas Walter

CoRR, 2024