ryanmccrickerd/frh-fx ryanmccrickerd/frh-fx

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  • License
    MIT License
  • Created over 6 years ago
  • Updated over 6 years ago
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ryanmccrickerd/frh-fx
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ryanmccrickerd

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Repository Details

A python implementation of the fast-reversion Heston model of Mechkov [2015, https://goo.gl/2awbrV], for FX purposes.

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