janka-moeller

Pinned Repositories

joint_calib_SPX_VIX
Codes used for "Joint calibration to SPX and VIX options with signature-based models" by Christa Cuchiero, Guido Gazzani, Janka Möller, Sara Svaluto-Ferro
Language:Python5 1 01
Sig-SPT
Code for article "Signature Methods in Stochastic Portfolio Theory"
Language:Python4 1 00

janka-moeller's Repositories

janka-moeller/joint_calib_SPX_VIX
Codes used for "Joint calibration to SPX and VIX options with signature-based models" by Christa Cuchiero, Guido Gazzani, Janka Möller, Sara Svaluto-Ferro
Language:Python5 1 01
janka-moeller/Sig-SPT
Code for article "Signature Methods in Stochastic Portfolio Theory"
Language:Python4 1 00