-
Notifications
You must be signed in to change notification settings - Fork 17
bstemper/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.
Topics
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published