jialuechen/torchquant

Issues

• add ISO code implementation

  #14 opened 4 months ago by jialuechen
  0

• Documentation Enhancement

  #13 opened 4 months ago by jialuechen
  0

• implement optimal transport for model calibration

  #12 opened 4 months ago by jialuechen
  0

• add visualization features for pricing and risk management

  #11 opened 4 months ago by jialuechen
  0

• add implementation for Longstaff

  #9 opened 4 months ago by jialuechen
  0

• Implement Malliavin Calculus for More Exotics

  #7 opened 4 months ago by jialuechen
  1