GitHub / JackJacquier / SABR-Implied-Volatility

SABR Implied volatility asymptotics

JSON API: http://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/JackJacquier%2FSABR-Implied-Volatility
PURL: pkg:github/JackJacquier/SABR-Implied-Volatility

Stars: 18
Forks: 9
Open issues: 1

License: None
Language: Jupyter Notebook
Size: 140 KB
Dependencies parsed at: Pending

Created at: about 5 years ago
Updated at: over 1 year ago
Pushed at: about 5 years ago
Last synced at: over 1 year ago

Topics: finance-derivatives, quantitative-finance, volatility-modeling, volatility-smile

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