Performing the Fourier transform on SPX to smooth the price chart
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Updated
Sep 24, 2022 - Python
Performing the Fourier transform on SPX to smooth the price chart
Time-Series Modeling of Bitcoin for Equities, Commodities & Forex Markets
Codes used for "Joint calibration to SPX and VIX options with signature-based models" by Christa Cuchiero, Guido Gazzani, Janka Möller, Sara Svaluto-Ferro
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