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Rough Bergomi model calibration research benchmarks · SOTA2 Research

Rough Bergomi model calibration

Benchmarks

Dataset NameSOTA MethodSort

Dataset NameSOTA methodMetricTrendResultsLast Updated

Rough Bergomi model 50 parameter values, 200 trajectories (test)

93Accuracy

4

Feb 26, 2026

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Rough Bergomi model

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