forked from bstemper/deep_rough_calibration
yonch/deep_rough_calibration
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
Folders and files
Name | Name | Last commit message | Last commit date | |
---|---|---|---|---|
About
C Bayer, B Stemper (2018). Deep calibration of rough stochastic volatility models.
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published
Languages
- Jupyter Notebook 86.6%
- Python 13.4%