ChristianDall

Pinned Repositories

rough_volatility
We implement the models and neural networks for the paper "Historical analysis of rough volatility models to the SPX market".
Language:Jupyter Notebook00

ChristianDall's Repositories

ChristianDall/rough_volatility
We implement the models and neural networks for the paper "Historical analysis of rough volatility models to the SPX market".
Language:Jupyter Notebook00