Discover @GuidoGazzani-ai Open Source projects

Guido Gazzani (@GuidoGazzani-ai)

GuidoGazzani-ai

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8
Global Rank 1,103,066 (Top 39 %)
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Registered almost 5 years ago
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Jupyter Notebook
50.0 %

Python
50.0 %
Location 🇦🇹 Austria
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Jupyter Notebook
175

Python
1,143

sigsde_calibration

Code for "Signature-based models: theory and calibration"

Jupyter Notebook

jointcalib_sigsde

Code for "Joint calibration to SPX and VIX options with signature-based models"