gregorkastner/stochvol gregorkastner/stochvol

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  • Rank 1,311,288 (Top 26 %)
  • Language
    R
  • Created about 7 years ago
  • Updated 9 months ago
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gregorkastner/stochvol
github

gregorkastner

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Repository Details

Partial re-write of the R package stochvol to allow for asymmetry (leverage).

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