@article{unsupervisedlearningbasedcalibration, title = {Unsupervised learning-based calibration scheme for Rough Bergomi model}, author = {Changqing Teng and Guanglian Li}, year = {2024}, eprint = {2412.02135}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2412.02135v2}, }