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rough_volatility
rough_volatility PublicForked from sigurdroemer/rough_volatility
The pricing models and neural network representations used in part one of the paper "Empirical analysis of rough and classical stochastic volatility models to the SPX and VIX markets".
Jupyter Notebook
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aqumenlib
aqumenlib PublicForked from Aqumen-Tech/aqumenlib
AqumenLib is AQumen's financial analytics SDK for pricing and risk.
Python
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