Explore deep learning volatility in this 26-minute talk by Blanka Horvath from King's College London at the Alan Turing Institute. Delve into neural network approaches for option pricing and calibration, examining challenges, advantages, and perspectives. Learn about rough volatility, Monte Carlo pricing methods, and model recognition. Gain insights from Horvath's research in stochastic analysis and mathematical finance, drawing from her paper "Deep Learning Volatility" and her expertise in asymptotic and numerical methods for option pricing.