<?xml version="1.0" encoding="US-ASCII"?>
<dblp>
<article key="journals/siamfm/JacquierO23" mdate="2023-05-17">
<author orcid="0000-0003-3986-3201">Antoine Jacquier</author>
<author>Mugad Oumgari</author>
<title>Deep Curve-Dependent PDEs for Affine Rough Volatility.</title>
<pages>353-382</pages>
<year>2023</year>
<month>June</month>
<volume>14</volume>
<journal>SIAM J. Financial Math.</journal>
<number>2</number>
<ee>https://doi.org/10.1137/19m1267805</ee>
<url>db/journals/siamfm/siamfm14.html#JacquierO23</url>
</article></dblp>
