Skip to content

C Bayer, B Stemper (2018). Deep calibration of rough stochastic volatility models.

Notifications You must be signed in to change notification settings

MaNannn/deep_rough_calibration

 
 

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 
 
 
 
 
 
 

About

C Bayer, B Stemper (2018). Deep calibration of rough stochastic volatility models.

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published

Languages

  • Jupyter Notebook 86.6%
  • Python 13.4%