@article{aneuralstochasticvolatilitymodel,
  title = {A Neural Stochastic Volatility Model},
  author = {Rui Luo and Wei-Nan Zhang and Xiaojun Xu and Jun Wang},
  year = {2017},
  eprint = {1712.00504},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1712.00504v2},
}