Pinned Repositories
frh-fx
A python implementation of the fast-reversion Heston model of Mechkov [2015, https://goo.gl/2awbrV], for FX purposes.
LDP-VolOptions
Large Deviations for volatility options
NN-StochVol-Calibrations
We implement the paper: Deep Learning Volatility
RoughFCLT
python-for-finance
Python for Finance module for Imperial MSc in Mathematics and Finance
amuguruza's Repositories
amuguruza/NN-StochVol-Calibrations
We implement the paper: Deep Learning Volatility
amuguruza/RoughFCLT
amuguruza/LDP-VolOptions
Large Deviations for volatility options
amuguruza/frh-fx
A python implementation of the fast-reversion Heston model of Mechkov [2015, https://goo.gl/2awbrV], for FX purposes.