ResearchBenchmarksRough Bergomi model calibration on Rough Bergomi model 50 parameter values, 200 trajectories (test)Rough Bergomi model calibration on Rough Bergomi model 50 parameter values, 200 trajectories (test)Follow93AccuracyK^2_S86.7688.389091.62Sep 8, 2021Evaluation resultsMethodMethodLinksAccuracyK^2_SKernel=K^2_SKernel=K^2_S2021.0993K^1_SKernel=K^1_SKernel=K^1_S2021.0991RBFKernel=RBFKernel=RBF2021.0987MatérnKernel=MatérnKernel=Matérn2021.0987