Before revision:  The  aim of neural networks in this work is an off-line approximation of complex pricing functions, which are difficult to represent or time-consuming to evaluate by other means.
After revision:  The framework is consistently applicable throughout a range of volatility models -including the rough volatility family- and a range of derivative contracts. The aim of neural networks in this work is an off-line approximation of complex pricing functions, which are difficult to represent or time-consuming to evaluate by other means.