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W. Jang

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#diffusion models Open access Oct 2026

Empirical performance of rough volatility models in the KOSPI 200 options market using deep surrogates

This study provides a systematic comparison of the pricing performance of the rough volatility models—rBergomi and rHeston—with that of classical one-factor stochastic volatility (SV) and stochastic volatility jump-diffusion (SVJ) models in the KOSPI 200 index options market. Using an extensive daily option...

W. Jang · 0 citations

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