multidis/rough_volatility multidis/rough_volatility

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  • Language
    Jupyter Notebook
  • License
    MIT License
  • Created almost 4 years ago
  • Updated about 4 years ago
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multidis/rough_volatility
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multidis

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Repository Details

We implement the models and neural networks for the paper "Historical analysis of rough volatility models to the SPX market".

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