@article{neuraloptionpricingforroughbergomimodel,
  title = {Neural option pricing for rough Bergomi model},
  author = {Changqing Teng and Guanglian Li},
  year = {2024},
  eprint = {2402.02714},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2402.02714v1},
}