forked from bstemper/deep_rough_calibration
-
Notifications
You must be signed in to change notification settings - Fork 0
yonch/deep_rough_calibration
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%